If there is not any background process like a backup running on the external NTFS as in most stuff you do is only copy files to it in explorer/finder or reading files from it you really don't need to worry about this proper unmount stuff. As long as you wait till a coping process is either completed or aborted.
Even in OSX you can generally just ignore this message (if you know what operations you did on the drive). Just force mount it and the message should not appear again unless you don't eject it the next time.
If it doesn't dissapear maybe you damaged the file system a little. Do a file system scan (scan disk in properties above the defrag button) in Windows that usually solves problems very quickly.
I hardly ever unmount or eject the drive properly because it is not worth the hassle imo. It is mostly a file dump like a flash drive you are usually fine and small problems that show up can usually be repaired if you stumble on them.