When Windows write-accesses a removable drive, it sets the so-called "dirty bit" in the drive's file system as a flag that the drive needs to be properly disconnected to be sure that all the writes have completed and the file system is consistent. Windows clears the dirty bit when it disconnects the drive properly. If you unplug the drive without properly disconnecting, the dirty bit remains set. When you connect a removable drive to Windows, it checks to see if the dirty bit is set, and if so it warns you that a drive scan is recommended. Probably the scan won't find any errors, and it will then clear the dirty bit.
(
http://www.raymond.cc/blog/manually-...ithout-chkdsk/)