I am using Windows XP pro and when I plug in a USB peb drive it works perfectly, when I want to remove it I ''safely remove hardware'' and then remove it, windows gives a ding-dong to show that it is gone. all OK
But now when I open my computer or windows explorer (my preference) windows seems to try to find the pen drive and takes ages (and I mean ages) before it continues, the only way I can stop it is to restart windows.
Have you maybe set a shortcut to the pendrive (or one of its files or folders) at some point? If so, Windows will still attempt to resolve the shortcut, even though the device is no longer there.
The same applies if you create a shortcut to a networked resource. Windows will attempt to resolve it, even if you are disconnected from the network, and this can considerably slow your system.