Because the device is considered a "Disk Drive" you should click
the little green arrow over a USB connector icon by the time. This
allows you to STOP a device before removing it. While XP should
not reboot, it doesn't like to have disk drives abruptly removed from
itself. Double-click the icon, click on your Pen and then click
"Stop". This tells XP the device is going to be removed and to
dismount it.
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