ProEject is a straightforward tool which makes it easy to safely dismount a removable drive.
Unlike similar tools, the program isn't just about telling Windows that you're going to unplug the drive, so any cached data can be saved correctly. It's also able to save programs which you've launched from the drive. And it can also clean up some of the traces your activities might have left on the host system, including Registry "most recently used" lists, and shortcuts created in the SendTo, Recent, Quick Launch and Pinned folders on your hard drive.
ProEject also supports various command line options, useful if perhaps you want to create a custom dismount script to suit your own needs. And the program can work with other tools, like Unlocker, to help make sure that any locked files are resolved before the drive is ejected.
But despite all this power, at heart ProEject is relatively simple to use. At a minimum you can simply launch the program, right-click your target drive, select ProEject, and that's it: the Registry will be cleaned, running apps closed, and a pop-up alert will let you know once the drive can safely be unplugged.