Turning off hard drive enclosure

I just purchased a hard drive enclosure, to make backing up to my Seagate internal hdd easier. It is working quite well; my question is how to shut it down properly. In my systray I get an external device icon that XP gives you and allows you to shut it down, but when I click on the Stop button, it says that it can't shut the device down. My only real option is simply to pull out the USB cable and then turn the power button on teh enclosure off. My only concern here is that I feel like I am turning off my laptop without properly shutting down Windows first--this has always been a no-no even though I don't know why. Is this going to hurt the drive in the enclosure?

The manual says to unmount it first, and then turn it off, and warns against powering it down without properly disconnecting it from your computer. Can I simply pull the USB cable out from my computer, and then turn it off?

 

OK Pete thanks. The difficulty I was having was that inside the Safely Remove Hardware utility, I was trying to unmount the partitions (within the drive in the enclosure), as opposed to the enclosure itself. When I told the Safely Remove utility to unmount the enclosure, everything went as it should.

The Safely Remove Hardware showed everything--the enclosure as well as the partitions.