this is a problem on the phone
the WD is a DNLA device - which means any DNLA media server can use the WD to render an image for play a video or audio file
The S3 has a particular problem with the DNLA service as part of it’s photo viewer
just google it, lots of post about it
as for why you only see it momentarily
that’s because the S3 sent the photo without any metadata
which while not good, in this case is good, because had proper metadata been sent
it would have appeared on screen, stoping playback of anything the WD was already playing
solution turn off dnla sharing on the S3
but you’ll still need to be careful in it’s photo viewer, it’s unfortunately only 1 wrong touch and it’s enable again
edit: and as for why it’s still there when you turn the phone off
it’s because it’s already rendered on the WD
rebooting the WD will get rid of it, the file was not copied, it’s just in RAM memory, rendered on screen