Yup!
I am using Vista with my 600 and getting the same messages you are. I did not know the Reader should be on before connecting--I have mine turned off, computer on when I connect to USB. Usually the reader shows the USB connection in a few seconds, the computer gives me its auto-start pop-up (which I just close), the library opens and I am good to go!
Closing the connection I get the same "do not disconnect" message you do. Once I am sure I have ejected the Reader from the library and the Reader is not charging, I go ahead and pull the USB cord out. I mean, what else can we do??
I did have one eLibrary crash. I forget what I did, figured it was just one of those things,

! Computers--gotta love 'em!--aren't perfect, nor are the people who write the software, nor the people who use them

. I expect an occasional glitch.
Fi