Mods: feel free to move this post if this isn't the best section for it. I'm still learning the forum structure. I searched and didn't find any reference to it so far.
If you're on a Windows machine, there's a VERY handy little freeware app that will make your life easier: USB Disk Ejector.
Download here:
http://quick.mixnmojo.com/usb-disk-ejector
If find Windows XP annoying in its "safely remove hardware" functionality so I keep a shortcut to this on my quick launch bar. This software may be irrelevant under Vista or 7 but I can't speak to that.
(I have no affiliation, I just use the software)