WD My Book 4 TB Will Not Turn Off

My Book 4 TB Can't Turn Off
I have an older WD My Book (1Tb) that I can turn off with the switch on the back. I just bought a new My Book 4 TB but it does not have a on/off switch. I set the password on the new unit but cannot turn it off. When I click on the icon to safely remove the unit I get this:
Warning: The device My Book USB HDD could not be removed. Please close all running programs and try again later. I do not have it running all of the time. I only want to turn it on when I backup like the older unit does.
Any suggestions? Thanks

Windows 7 64 Bit

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Clarification Request
There are too many priors about the Warning.

For me I just log out until I can find what's open on the HDD.

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Just in case you can't find the priors on this.
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It's been my experience that...

if a usb device boots up with the operating system then it will most likely not able to do a "safely remove". Try this, turn off the computer then unplug the usb on the Hdd. now boot up the computer and then plug in the Hdd. You should now be able to do safely remove. If not, then the Hdd. is really doing something.

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