You should still be able to "eject" the drive. Take a close look at the icons provided in your lower right-hand region of your screen. One of them is likely for safely removing devices.
Something nice about using NTFS instead of FAT32 on a USB drive is that NTFS is journaled, which means it keeps a log of everything it's doing in such a way that if you "uncleanly" remove the device, the chances of file system corruption are much much lower. Still, write caching and the like could factor in, so safely removing the device is certainly a good thing to do.
If my suggestion doesn't help, maybe go in to "My Computer" and see if "eject" is an option when you right-click over the drive's icon.