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Is it safe to disconnect an external drive any time?

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Thank you very much Col.

I've just double-checked with my external drive and memory stick connected to a Windows 7 system via USB ports.

For some reasons which I am interested to know that the external drive would not have the "eject" option in the context menu whereas that of the memory stick has such option. That's why I had supposed it deson't matter when one can disconnect the external drive.

Anyway I would follow your advice to disconnect the external drive from the "Safely Remove Hardware and Eject Media" option. Since the exteral drives have to be shutdown before disconnection I wonder why Windows systems wouldn't treat the external drive like a memory stick.