>>> You should ALWAYS "eject" a USB device before removing it
That's a MYTH!!!
Windows has 'Quick removal' enabled by default, meaning that it's completely safe to simply unplug a USB device (unless your computer is actually writing data to it at the time). You only need to 'eject' a device if you've disabled 'Quick removal' to allow 'write caching' (which improves performance). 999 out of 1000 computer users probably wouldn't even know how to disable 'Quick removal', yet alone actually do it!
Henry:
Is your problem that your computer doen't seem to know that you've got a USB drive plugged into it, or is it that the drive is recognised but there doesn't appear to be any data on it?