Take a look for programs installed previously, which can prevent safe HDD dismount. My case was Magical Defrag 2, any newly connected disk with new letter assigned was automatically marked, so now after unmark I can safely remove USB drive.

Take a look for programs installed recently, which can prevent safe HDD disconnection.

In my case it was Magical Defrag 2: any newly connected disk with new letter assigned was automatically marked, so now after unmark I can safely remove the USB drive.