We discuss the origin and relevance for computer simulations of a strong finite-size effect that appears when using the Ewald summation formula. It can be understood as arising from a volume-dependent shift of the potential in a finite, periodic box relative to the infinite volume limit. This shift is due to the fact that the "zero of energy" for a periodic system cannot be defined by letting the interacting particles be separated by an infinite distance; the correct definition corresponds to setting its k=0 Fourier mode to zero. The implications of this effect for computer simulations are discussed.