Ejecting external drives properly

I'm not sure how long this has been happening, but every time I eject a drive it seems to eject from the OS since it disappears from the desktop, but on my external HDD the light is still on. When I eject it from a windows PC it shuts off properly. The only information I was able to find was that finder might be the culprit. Does anyone have this issue and know of a way to fix it?

Edit: I think I meant spotlight, not finder.

 

The drive light remains lit as long as it is connected to the USB port and power. The germane point is that the operating system has properly closed the data path.
OS X is not Windows.