You can select in the properties of that drive to be able to remove without using "safe removal" there are two settings optomise for quick removal or optomise for performance ,the latter is why you can't remove as write caching is enabled,to change right clik on the drive ,select properties,clik on harware tab,clik properties and the settings are self explanetary.
On occasions i will get the can't remove thingy for my ext hdd (which is selected for quick removal)but i just turn it off anyway and have had no data loss or probs with mother board frying,i'm running xp so i assume 2000 will be the same,don't know if earlier OS's can do the same.
Disclaimer: don't blame me if you loose data your on your own if you choose to do what i do