Bootcamp/Windows External HD not reconized after "UNsafe USB removal"

Hello.
I have a 1st gen Macbook13 with Windows Xp Pro service pack 3 Installed.
Everything works like its soposed with the exception of one big problem:

Every time i unplug a USB external HD wile its copying/moving files or even just reading (This only happens because of a power failiure, by mistake or by a windows crash) Windows stops reconizing that especific HD, and just says "USB device not reconized".

This only happens in Windows, if i reboot in Mac OS it reconizes the drive and acts normally.
I even tryed formating the windows partition and reinstalling windows but that did not solve the problem.
I tryed formating the "damaged" HDs in Mac OS but that didnt help either..
The only solution i found is to switch the HDs enclosures then it works what i already did a bunch of times and cant do anymore.

Can someone help please? All my work is in external HD's!!

Thanks for the tips but im perfectly aware that not using safe-remove is not SAFE.
As i said sometimes you have no choice, even if i had a UPS if windows crashes i still have to turn off the computer to reboot.
If Mac OS reconizes the external HDs and reads them perfectly, so should windows.
On other computers (Not Mac with bootcamp) i had this happen many times and never had this problem. If it happens only once BLAM! there goes the HD in windows.

I think it may damage the Master File Table because i got this error "Delayed write to G:\$Mft failed" when i rebooted.

The weird part is that formating the drive doesent help but switching enclosures does