Annoying Problem Ejecting USB Mass Storage Device Error

Greetings fellow TechyV members,
I have this problem where I often encountered "Ejecting USB Mass Storage Device Error". I have experienced this quite often when I'm using my Portable Hard Disk or any other Storage Devices. I tried to close every program that accesses my Hard Disk, I even tried to use the Task Manager using Ctrl+Alt+Delete and stop all running processes that access my Hard Disk but still it won't eject successfully. So I ran out of patience and just pulled the plug directly. I know that this method is not good but I have no other choice.
I want to ask your advice on what should I do regarding this problem. Is there any special software that I can buy in order to successfully eject my devices every time?
Please, if you do have some suggestions on how to accomplish this task, do tell me. Thank you.
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