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If you do you risk losing data, if "write caching" is enabled, since the OS may not have transferred all the data to the unit.
Before removing any such unit, to avoid losing data or hanging the Windows OS, try this:
1) Double Click on the "Safely Remove Hardware" icon in the bottom right hand corner of your screen (notification area).
It's the one with the green arrow. A window will open listing all the relevant removable unit.
2) Select the unit you wish to unplug.
3)Click the "Stop" button
Windows will now finish writing any data, and close the unit.
Of course, write-behind caching should be disabled by default on all removable drives. I have write-behind caching disabled on all drives - the performance penalty is barely noticable.
Best thing is to think about doing it ..and do the "pray" part of "plug and" while letting doze shut it down gently ..
The exception being when someones virus is trying to format your key or whatever ..then unplug fast and pray later ..
And one must go to "Properties" and click "custom notifications."
Windows UI. There is no need to explain this stuff, it's so intuitive, y'know...