If you want to remove the drive, DO NOT IMMEDIATELY remove the flash drive from the USB port as this can cause data loss/corruption or even damage the drive in the worst cases. Instead, left-click on the Remove Hardware icon  located in the System Tray. As follows;

A window containing a list of the USB devices will appear. Left-click on the Safely Remove Mass Storage Device line that matches your flash drive (for example, Safely Remove Mass Storage Device - Drive(G:)).

When you see the following message appear in the bottom left toolbar, it is, as it says, safe to remove the flash drive from the USB port; you may close the message or ignore it, as it will close itself automatically:

IMPORTANT: An important point to make from the start, these drive should not be used for the purpose of backing up critical data. A suitable backup medium should be used, we strongly encourage users to backup files to CD-RW or CD-R disks or zip disks. USB Flash Disk / Pen Drive are meant as a way to get files to and from multiple computers.