Millions of people all over the planet continuously have this problem: they try to eject their USB drive so as to avoid data loss, but windows does not allow them. Which is very frustrating, because whatever reasons windows thinks it has for not allowing the removal should have lower priority than the user's explicitly stated direct wish to remove the damned thing!
Anyway, suggestions for solutions abound on the interwebz, but they are mostly misguided and ineffective. Here are some that I found with a quick search:
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