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When you finish working with an external, it's best to eject it properly or that message appears which shows it was still doing something when you pulled the plug on it. In the notification area at the bottom right hand side of the screen, there's an icon called "Safely remove hardware" whenever an external is plugged in.
Click on that and click to Remove when prompted that it's OK to remove it, it's safe to unplug. If you don't get an OK to remove message, the disk may have problems.