When you safely remove a device in Windows XP it powers the device off - for
a flash drive its led is switched off and on a portable hard drive it is spun
down. However, Microsoft changed this behaviour in Vista and the problem
still exists in Windows 7: after you stop the drive on those OSes the hard
drive continues spinning and the flash drive LED remains active.
Since all modern external hard drives park their heads automatically when you
unplug them, in theory this behaviour shouldn't led to data loss or damage to
the hard disk in the enclosure. But in practice, an external hard drive may make
strange sounds when you unplug it while running - and strange noises from hard
disks tends to make hard drive owners nervous no matter what the cause.
USB Safely Remove has the option to switch the system behaviour on Windows Vista and
Windows 7 to power off the connected USB port on stopping an external hard
disk. This feature is recommended if you have external hard drives since
disconnection with power-down after disconnection is safer.
In order to enable this feature, go to the program options and check the
"Power off the device after device stopping" option, then restart the
computer to enable the new setting.
In Windows 8 Microsoft returned the same behavior as was in Windows XP,
so there is no need in this option and it's not active on this OS.