Have you tried to eject the external drive/memory stick from Windows Explorer? Single-click (highlight) Computer or My Computer in the left-hand column Navigation Pane so that all of the drives are displayed in the right-hand column. In the right-hand column, right-click on the drive with the external drive/memory stick and select "Safely Eject." Give it a second or two, and the drive icon with the external drive/memory stick should 'disappear' --- allowing you to safely remove it. If there's any problem with removing it, you'll get an error message displaying the reason.
OR --- sometimes the problem is that the system thinks some file/folder on the external drive/memory stick is still open. First, check Task Manager to see if it shows that any USB files/programs are open. If so, of course check End Process to officially close that file/program.
If Task Manager doesn't see anything open, go into your Start menu's Recent Items list, select the most recent item opened from the external drive/memory stick, and with that file open, go back into Task Manager. Highlight that file in Task Manager and “End Process.” Then go into Windows Explorer and you should be able to remove the external drive/memory stick with the Safely Remove link or Eject. You may have to repeat this process several times, each time selecting the next most recent item in the Recent Items list.
