It could be the anti-virus scanning or Windows' indexing service etc... If you can shutdown then remove,then good else I sometime just unplug it even when windows said it is not able to disconnect.

My external drive will say it is still in use as will will thumb drives occasionally. In the case of the external drive I simply switch the power off as it has it's own power and switch. The thumb drives I just leave there for awhile and try later or at times just remove it. So far I have lost or corrupted no data.

By other programs, if you have my computer open or Windows Explorer, this will also give you that warning

I ran into something this weekend when working on a friends laptop that resulted from her removing an external hard drive with out properly using the safely remove icon, she told me she only did it 2 or 3 times normally she did use the icon.
And once I looked up the error on google I found many many others that had the same thing happen to them and all of them also had an external hard drive they would attach, from all the info and reading I did that was the cause.

What happens is you start to get an invalid drive error message, the one she was getting was invalid drive G:\, any time I tried to go to add remove programs I got that error so could not remove out dated programs, any time I tried to install things it gave that same error, so there was no way to try to update or clean out anything. Could not install or remove due to that error.
After researching I found a way to go to the command prompt and type in a substitute code and that would let me remove or install programs however upon reboot it was right back, meaning anytime she needs to add or remove she will need to do that command prompt code first, and when I looked in My Computer it showed a G: drive it was an exact copy of the C: drive it was a ghost said it had the exact same volume etc.
I tried every thing I found online to try to get it to go away including some registry edits but on hers the registry items were not changed so I could not edit it.

So if you do use an external hard drive and you see that you can not safely remove I HIGHLY recommend just wait till you can shut down if that is how you have to do it because you really do not want to have to deal with that ghost drive mess.

for those interested the exact error was
Error 1327 Invalid Drive G:\
and to make matters worse on her pc everywhere it showed the G: drive it was grayed so there was no way to change that drive letter itself back to C.
Really strange but by the google search not very rare.

I have the same problem and I also found a lot of people having the same problem. It gives me the option of clicking on devices where I can click on an external hard drive. Some times that works and sometimes it doesn't. Then I just wait awhile and try again. that usually works.

I agree with ravencajun. Don't remove it if it says it's in use. And don't turn it off or unplug it. There are a number of reasons a file could still be in use, especially the way you're using it, and if you improperly remove it, you can end up with scrambled data.

If you can't safely remove it using the icon, turn the PC off, then disconnect the drive.

kudzu9, did you check under "Control Panel", "Hardware and Sound" "Device Manager" and check Properties of the drive? Under policies there is an option to "configure this drive for quick removal". You can only access this through "Control Panel". If you just click on the drive letter and check "properties", the options will be grayed out.

Thanks for all the helpful suggestions. I have started to get something called a "cylic redundancy error" which seems to indicate either some scrambled files or the beginning of a disk failure. I can copy files off the drive, but not onto it. So I just shut down the computer, and unplugged the drive; I'll fire it up when my new external drive gets delivered next week. I think I'll transfer the files I want off of it before I try any software programs to see if it's fixable.

The thing I don't understand is why it worked for months, then doesn't work??? I usually blame an update. LOL

"The thing I don't understand is why it worked for months, then doesn't work??? I usually blame an update. LOL"

If you were unplugging it or turning it off without safely removing it, don't blame updates. Blame yourself. And thank pure luck for the times it worked without scrambling anything.