Try this: (or similar)
USB Safely Remove: http://www.safelyremove.com/

/quote
Ever encountered the situation when Windows does not allow you to
remove a device? Unlike Windows, USB Safely Remove will show you
programs which prevent the device from being stopped and let you close
these programs or just files they opened on the device.
/endquote

....Alan
--
Alan Edwards, MS MVP Windows - Internet Explorer
http://dts-l.com/index.htm


On Thu, 12 Nov 2009 15:39:30 -0500, in
microsoft.public.windowsxp.basics, "John Gilmer"
wrote:

Hi:

I have finally been conditioned to click on the "safely remove hardware"
button before removing my thumb drive.

Problem is that most/all of the time I get a message that some program is
using the drive.

My problem is that even when I stop all user programs I still get the same
message.

When I'm in a hurry I just take the thumb drive out (with no obvious
problems) and when I'm not, I restart and remove it toward the end of the
"shutting down" part of the cycle.