When you try to disconnect a USB from your computer without using the"Safely Remove Hardware"feature first, the data on your USB may become corrupted.
It is there simply as an extra level of security preventing you from destroying your own files.
If you can not see the USB icon at the bottom of your screen, try this:
>Click the "Start" button
>Click "My Computer"
>Look for the Removable Disk (F:) drive Icon
>Right click on this icon, Then select "Eject"