http://www.pcworld.com/article/116572/busting_the_biggest_pc_myths.html
I will say it again. Many articles on the net you can read. I have never had a issue just pulling things out. But I WAIT for it to stop transferring any data. And make sure it's done. Most people who screw theirs up in OS-X or Windows do not and do it when something is being transferred and can get crap corrupted or screwed up. So they put that eject there to brain wash folks to learn to eject it so it makes them feel better than it isn't transferring anything.
As long as you are tech savvy, you know when it's done transferring data and can pull it and you WILL NOT have problems.
It's a MYTH to think it will screw stuff up when it's not transferring. Again this proves you have no tech background. Seriously stop posting.
From the article:
Myth: "If you don't 'stop' a USB device before unplugging it from a PC, you'll screw things up.
When you unplug a USB device without first "stopping" it in Windows (accomplished by clicking the Remove Hardware icon in the taskbar), your PC makes a bing-bong sound and usually pops up a message scolding you for the move or warning that what you just did can delete data saved on USB storage devices or damage hardware.
We're cautious about unplugging a device while it's still writing data (an action USB flash-drive makers always warn against) because doing so can cause major damage. Case in point: One PC World editor unplugged an external USB hard drive that was doing some activity in the background; he lost all his data and damaged the drive itself.
If you wait until the device stops writing data and then pull the drive out, you're unlikely to experience serious problems. Although Windows takes you to task for such rashness, even Microsoft downplays the peril. The company told us that any damage will "depend on the USB device, but in general [unplugging a USB peripheral] shouldn't affect the system."
To see if the task has negative effects, we unplugged and plugged a bunch of USB devices, including a camera, a printer, a USB flash drive, and a scanner, without first "stopping" them in Windows. The only problem was Windows' failure to recognize our USB flash drive after we had unplugged it and then immediately plugged it in again. If that happens to you, wait a few seconds between unplugging and plugging. If that doesn't work, reboot Windows. And if that doesn't work, run the Add Hardware wizard from the Control Panel to make Windows "see" the USB device. For more on USB devices, visit USBMan."