USB Safely Remove puts its own icon in the System Tray in place of Windows’ remove icon. When it can’t safely close a drive, it shows you what processes are causing the problem and gives you the opportunity to close them.
USB Safely Remove has other cool features, too. You can rename your USB devices, set up a hot-key to stop a particular device, and set autorun options. If you don’t want one more autoloading program, you can turn off the “Run on Windows startup” option and launch USB Safely Remove only when you need it–that is, when Windows won’t otherwise let you safely remove a drive.