If you are using Windows XP/Vista, then please follow the steps below:
Connect the External drive to the computer.
Make sure you close all the applications and screens
Right Click on Mycomputer/Computer, then click on manage.
On the Computer Management, Click on Device Manager and then select Disk Drives.
Right Click on the External drive and select properties.
On the properties screen, select ‘Policies’.
Now Click on “Optimize for Performance” and Click on OK.
You will get the screen to restart the computer, Click on Restart to make the necessary changes.
Once Windows is back, now use the Safely remove to unplug the drive. It will work.
Note : Following the steps above will not cause any damage / harm to you computer.