Try these:
It may be a issue with a Vista program running in the background - wmpnetwk.exe
This is the Windows Media Network Sharing Service.
Open task manager, show processes for all users, and down the bottom, shut down wmpnetwk.exe
Then use “safely remove†quickly, as wmpnetwk.exe will self startup after a few seconds.
Else
If you have Norton Anti virus, Norton Utilities, Norton Internet Security etc that uses the Norton Protected Recycle Bin, it may be locking your drive open or a file on the drive open. See if you can remove the Norton Protected Recycle Bin feature from the Recycle Bin.
Another trick that works sometimes is to set policies for the USB drive. Right click the drive and choose properties, go to hardware and then select your generic storage device and go to the properties again. Find the policies tab and check if the device is optimized for performance or quick removal. If its optimized for quick removal you will get the message you are referring to. Supposedly you don't have to use the safely remove hardware process when this is checked.
You should also make sure that there are no programs accessing the drive when you are trying to remove it. This will make the drive think its in use. So if you have Word document open from the drive for example, close the document and also close Word as well. I have heard that Outlook can cause this as well even though it shouldn't be using the drive.
Here is another process I found online that you can try which involves editing the Recycle Bin properties
1. Right click on Recycle Bin, go to Properties.
2. Check box for Configure drive independently option.
3. Click the tab with your USB drive. (Your drive may or may not be listed here)
4. Check the box with option that says Do not move files to the Recycle Bin. Remove files immediately when deleted.
Keep in mind that files deleted from the your USB HDD drive will no longer move to your Recycle Bin, but will be deleted permanently.
Hope it Helps !