Dynex® USB 2.0 5-in-1 Memory Card Reader

I bought this at Best Buy and it doesn't disconnect from the tool bar (system tray) and it says in the instructions not to remove the card while the light is on. I clicked on "eject" and it said to insert a drive but both lights stayed on. I removed my card and while there isn't any apparent damage, the device isn't working according to its instructions. Should I return it?

http://www.dynexproducts.com/p-578 [...] eader.aspx

Thanks in advance,
Chuck T

It is supposed to be in the system tray when plugged in.
When you click eject in the system tray, the light is supposed to go out. Then you can remove the disk.
Dynex products are not very good in my experience.

The symbol for disconnecting flash drives doesn't even show up in the system tray when this device is connected.