You have been removing the USB drives by safely removing them first by clicking on the Taskbar. Here is a way to do the same work but in easier and interesting way.
There is a tool called Removable that will create a list of all drives connected in the computer whether externally or internally and can disconnect or remove them just by double clicking on the selected drive. By looking at the screenie above you can make out what this software would do.
1. Free and small utility that do not require installation.
2. Shows all drives connected to the computer with their attributes like Capacity, free space and type etc.
3. Double click the drive to remove and disconnect from the system.