I generally try to use the "safely remove" from the tasktray - especially since the behavior of EJECT (under Explorer) varies from version to version of Windows - that is it works differently in xp and vista and 7 and I have all of those on the different computers/laptops/work/home computers that I use.
And sometimes I get the message "something is using that drive" type messages and NOTHING is open that shows any drive is in use - obviously the OS may still be accessing it in some way. Usually, if I wait and come back it clears but sometimes it remains and I'm not sure whether to just pull the usb and hope for the best or wait it out.
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