This has been a problem since XP came out. It is still a problem when running Vista or windows 7. Any program that does not release the drive correctly when closed will cause safe removal to fail. I have seen this problem myself on my PC’s from time to time. A program that I use regularly will not release the drive and allow safe removal even long after the program is closed. The program is Beyond Compare.
But there is a very good chance it’s fixed. That is, we fixed a bug that was causing the problem. So unless there’s some other issue with the same symptoms, it should be OK.