You might what to check out Zentimo xStorage Manager. I like it better than the Windows native "eject device" process.
I managed to pick it up for free during one of the Giveaway of the Day offers and it works well to shut down devices for disconnection, and if the device won't shut down for some reason, gives you the reasons and the options to kill the processes that are causing it to hang.
http://zentimo.com/