I have a USB drive I use for backups. I turn it on, back up, click on the "Safely Remove Hardware" icon, click on the "Safely Remove USB mass storage device" selection, wait for the "Safe to Remove Hardware" balloon, and turn the USB drive off.
I bought a new computer, Dell Vostro 1500, running XP home. And now use that computer with the USB drive.
The "Safe to Remove Hardware" balloon no longer appears.
Is there a setting that will allow me to turn the balloon on?