My XP is apparently unable to safely stop my USB Memory Sticks, generating the usual message when a file is still open: The device 'Generic Volume' cannot be stopped right now. Try stopping the device again later. I have even inserted the memory stick and before opening any file on the stick, I have attempted to stop the device. I have tried 2 different memory sticks which both work on other systems. However I do not appear to suffer from any side effects if I remove the stick (either to the stick data or the system). I cannot recall doing anything with the USB ports around the time of the failure. I have a HP Printer plugged in permanently and an MP3 player from time to time.
You may need to change the settings to "optimise for performance". Insert stick and right click. Choose properties and then hardware, you get a list of drives. Select your stick and left click on properties. Look in policies and select the optimise for performance option.
Are you sure you've closed whatever you may have been using fron the memory stick? I've been caught out with this message a few times by having, for example, a Word doc or whatever minimised without noticing it.
if there are media files -programs like Windows media player list them in their synchronise list etc - so if you have media player or sometimes just windows explorer open it is indexing the stick ie using it -
if you run ccleaner to get rid of temp files it may then let you remove safely