Even though most drives are Plug & Play (i.e. they are ready to use upon being plugged in), you should never just unplug them. By unplugging a drive with a “hot” connection, you can corrupt data on your drive. It is important to note that even disconnecting a device improperly one time can cause file system corruption.
You can prevent such problems by clicking the “Unplug/Eject” or “Safely Remove Hardware” icon in the system tray.
You’ll then be given a list of removable devices that are currently connected to your computer. Highlight the device you would like to remove and click “Stop”.
Windows should then prompt you that it is safe to disconnect the device. If not, this is an indication that some part of Windows is using resources on the disk. To clear this, reboot your computer and before doing anything else, try the above instructions again.