Memory Stick Eject Problem

Hi,

I have a Macbook running Mac OS X 10.6.2

I eject my memory stick by highlighting it in the finder the selecting File - Eject. The memory stick icon then disappears from the Finder but the light on the stick is still on.

As I selected eject I remove the stick anyway. The next time I insert the stick I am told that I did not eject it properly.

Am I doing something wrong, if so what? I am new to Mac so may be something obvious that I just don't know about.

Your help would be appreciated as is annoying me!

Thanks in advance....

 

I waited ages. Left it in for a least 5 minutes while i waited for the light to go off.

Im going to try a different stick, see if it's a stick issue....