Hi,
First, close all programs and files that are open on the computer that are on the drive.
Then:
If you're using Windows XP or Vista, go down to the icons by the clock and select the one that is a cable with a green check mark. Right click it and click the Eject or Safely Remove option with the name of your flash drive. It can be labled as the drive's model, or sometimes it is shown as a "USB Mass Storage Device".
If you're using Windows 7, things are a bit simpler. Go into My Computer, right click on your flash drive and select Eject.
You can then pull the flash drive out of the USB port.