It is a really bad idea to just yank a USB flash drive or external hard drive out of the USB port. You should safely remove it to make sure none of your important data becomes corrupted.
There are several ways to do this. The most common one is to squint at the notification area by the clock in the lower right corner of the screen and look for a tiny green icon, click on it, and click on the drive.
Another way to do this — without squinting — is to click on Computer, find the drive, right-click on it and click on “Eject” in Windows 7 or “Safely remove” in Vista. Still a lot of clicking but it’s easier to see.
If you already know you’re not going to remember that way either, try a utility called USB Disk Ejector. It will work on anything from XP to Windows 7. It’s super easy to use. It can eject things that Windows (Vista in particular) fusses about and won’t let you eject without swearing at it.
You can make desktop shortcuts to your drives, and if you put Disk Ejector on a flash drive, it can even eject the flash drive it’s on. Don’t ask me how they do that, but I’ve tried it and it works
You can download here for free