To properly remove your USB devices in Windows you must use the Safe Removal option but sometimes in our haste we tend not to do so. You might be worried that your files might disappear once. But, if you have set to quick removal the policy rules for your USB device, you are free to safely remove it without the Safe Removal option.
Now, check if your USB device's quick removal policy is turned on:
Step One: Plug your USB device, launch the Device Manager.
Hit the Windows logo key then type "device manager" (W7 +)
or Click "My Computer" Right any empty space and click "Properties" you'll now be seeing
Device Manager on the option.
Step Two: Click down the Disk drives and double-click your USB device.
Step Three: Click on Policies tab and make sure that "Quick removal (default)" is selected.
And that's it!... Hope it helps. ;-)