The reason you are warned not to disconnect the reader is not due to it charging when connected, but that your computer *may* be writing something to the reader--in which case if you disconnect that could cause corruption on the reader.
If you're using the Sony software, like Columbus points out, you can disconnect the reader by clicking the little button to the right of the reader. You can also close the library as Lilac_Jive says. You can also use the "Safely Remove hardware" icon in your system tray to disconnect the reader. (I'm using XP--assume this is still available in Vista.)
dordale
