I found this handy for those occassions where for some reason the "Safely remove hardware" icon doesn't appear in the system tray yet you have hardware you really ought to "eject" prior to removal such as our USB flash drives, external disc drives etc just to make sure all is OK.
This saves you having to shut down or reboot (to see if the tray icon reappears) if you are fussy about not just unplugging and hoping for the best.
This web page details the 30 second process of creating an icon in Windows XP to the Safely Remove Hardware window.
I thought it might be useful for that occassional time where the tray icon isn't at home.
http://www.neilturner.me.uk/2007/Apr/05/create_a_safely_remove_ha.html*Edit*
After using the shortcut the tray icon will reappear and of course it is absolutely fine to use a shortcut for convenience and ignore the tray icon if you please.
I am not sure if this works in Windows 2000, since it supported this feature as is architecturally similar to XP.
I would think that there is a different way of doing it in Vista, since they changed so much.
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