I have so many icons in the tray that the easier way I have found is to go to the Start button, click on Computer and the Kindle should be shown in the list with all of your other "drives". You can right click on the Kindle and select "eject" from the menu. This is with Vista.
I also use Calibre. When I use the eject button next to the Kindle the Kindle will no longer show as connected on the computer but the screen on the Kindle still shows it connected. Hmmmm.
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