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Summary: "Device cannot be stopped" can be a frustrating error if there's no obvious cause. Turning off device power or unplugging anyway isn't really safe.
If I have an external hard drive connected and running (but not being used or accessed through my overt actions) and I get the message "The device ... cannot be stopped right now. Try stopping the device again later.", would be safe to turn off the external drive (assuming it has an on/off switch) and then unplug it from the computer? Or would switching it off be just as risky?
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Ultimately turning off the device is pretty much the same as unplugging the USB cable. So, the short answer is no, it's not really a safe alternative.
Unfortunately it does happen sometimes that a USB device appears to be in use and cannot be stopped. I'll walk through some of the approaches you can take to removing the device while minimizing the risk of data loss.
And no, pulling the plug isn't one of them.
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The message that you're seeing in Windows XP:
(Windows Vista and Windows 7 have similar messages.)
Here are the steps I take whenever I encounter this (which is often):
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I check for Windows Explorer, or Windows Command Prompts that are open and are displaying the contents of the external drive in question, or have that drive set as the "current" drive. This is by far the most common cause on my machine. Simply closing which ever I find, or having it display something else that isn't the removable device instantly resolves the issue.
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I fire up Process Explorer, as outlined in Why do I get "device ... cannot be stopped right now" trying to safely remove my USB drive?, and use it to see what application might have a file or "handle" open to something on the removable device. Once I identify the application I then take action appropriate to that program - perhaps closing it, perhaps going to it and doing whatever makes sense in that application to stop it using the external drive.
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I wait a while. Seriously, sometimes the process using the external drive will just disappear on its own.(Yep, this is the "Try stopping the device again later." part of the error message.)
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I shut down the machine. This is the ultimate. Once the machine has been shut down then by definition it's safe to remove anything you want. (You can use "Restart" as long as you're careful remove the device after Windows has truly shut down, and before it begins to reload - in other words while the BIOS self-test screen is showing.
You'll note that just pulling the plug wasn't on the list. 
However...
I'll be honest.
Sometimes I don't follow my own advice. Sometimes if none of the steps short of rebooting have worked, I'll just wait awhile, paying careful attention to disk activity. If the device has truly been idle for "a while" - I'll remove it anyway.
Caution: If you follow my example you may lose all the data on the device. Heck, you may lose the USB device itself. It's a risk I run because I'm impatient and don't want to wait for a reboot. And it usually works.
And I'm also very well backed up. I'd never take that inappropriate shortcut if the data on the USB device was, say, the only copy of the data.
So, weighing all the risks, I sometimes break the rules. (I include it here because there are times when you honestly are in a hurry, or a reboot just isn't in the cards for some reason.)
I don't recommend that you do the same. Take the time to reboot your machine to be safe.
Article C3938 - November 29, 2009
Go to My Computer (XP) or Computer (Vista). Right click the drive letter of the drive you want to remove. Left click Eject. Wait for the safe to remove message, then remove. Has worked so far for me.
Posted by: Logan E. Wing, III at December 3, 2009 2:13 PMI have been researching this for SIX months. I have NOt found an ideal solution for this.
1. we need a way to FORCE a dismount of the usb drive. These drives stay locked up just from activity of indexer, explorer, etc, things that may not be WRITING data, but just are LOOKING at the drive.
2. I will try UNLOCKER
3. process explorer is good, BUT there are processes that show up that I have NO CLUE what they are, and am hesitant to shut down those programs without knowing what they do
4. See Truecrypt (disk encryption program). If you start truecrypt, and MOUNT an encrypted drive, and then later try to UNMOUNT it, and something is inadvertently accessing that encrypted drive, truecypt has an option to FORCE dismount. THIS is what is needed for the usb drives.
Leo, KEEP UP the research on this topic, because it affects LOTs of people, and not being ableo to shut these down is a pain
nick
Posted by: nick at December 6, 2009 4:25 PMI can only backup the statement to never remove a USB devicejust like that. I wrecked a stick once doing that.
All my collegues always told me that it is unnecessary to shut down the device, "you can just pull it out, it doesn't hurt". So it did that once. The very next time I plugged the stick into a computer, it seemed fine, but after a some 10 seconds it disappeared from the drive list. No matter what I did, I couldn't get it back.
The only way to see the stick again, was unplug it, wait a little (as if a capacitor had to discharge or so...) and then replug it. Again: it would be visible for a couple of seconds, and then disappear. The longer I waited before replugging it, the longer it would stay visible (hence my suspicion of a capacitor discharging), but never longer than 10 seconds or so. I managed to pull off all important data by copying it onto my hard drive during that few seconds (took me a couple of sessions), but by all practical means the stick has become unusable.
So I disconnect my sticks properly again, no matter what my collegues think of it...
Posted by: Theo at December 7, 2009 12:52 AMMany people try to close a USB drive with a double RIGHT click which displays a box and ask you to select the device you wish to close, this doesn't always work!!! A LEFT click will display the message 'Safely Remove Hardware'.... one click on this does the trick!
Posted by: Colin Mac at December 7, 2009 1:41 AMJust wanted to say thanks for the information contained in the article and comments.Was trying to isolate a hard drive but still have easy access.
Posted by: Adam at December 14, 2009 5:13 PMUnlocker among others,has provided that link,and removed possible mistakes.
Thanks