Your anti-virus or any other protection scheme maybe active in scanning unattended any new files or media sources. Also, while connected, if you networked, its a storage area that may not readily return until unhooked. When this happens to me, I just shutdown the system rather than gamble the flash drive become corrupted because I removed it during that time. Also, check your firewall for any doubtful activity.
Often when I try & safely remove a USB Mass Storage Device a Problem message appears to advise it's still in use suggesting, "I close any programs or windows that might be using the device, and then try again later".
Any/ all programs are closed & it doesn't matter how long I wait, it cannot be removed safely. I've had a look at Task Manager Processes and Services for anything obvious but I don't really know what I'm looking at so leave those alone. I run CCleaner to no avail & end up shutting down my machine as a last resort.
My machine is a HP Compaq Presario A900 Notebook PC & OS is 32-bit Vista Home Premium SP2.
Any ideas guys?