Version:            (using KDE Devel)
Installed from:    Compiled sources
OS:                Linux

An issue with unpluggable removable media like USB keys/HD, is the fact that you can unplugged them whenever you want. As most of the times writes on media are asynchronuous for performance considerations, you may end up with corrupted/incomplete data. One solution is to write synchronously data, but you will have poor performance. Another possibility is that the user correctly umount the devices ( thus flushing write cache, etc ... ) before removing the drive. However, most of the time the user will forget, or doesn't know he needs to do this. It's the same under Windows, or Linux or Mac. 

IMHO one solution is to do like Firefox is doing for blocked popup. When Firefox blocked a popup, a yellow headband is displayed at the top of the page. The same could be done telling the user to click on the "Disconnect Safely" button before removing the media to prevent data loss. This way the headband will always reminds the user what he needs to do ( should always be displayed when the user is browsing in the removable media ) and also why ( to prevent data loss ). However for big hard drives and big files, as the umount operation could last a long time, the feedback should be correct ( "please wait while ensuring data integrity, don't remove the drive before" ).
A mockup of this proposal but under konqueror is vailable in bug #132154 , see https://bugs.kde.org/attachment.cgi?id=17314&action=view

Another idea for the UI implementation would be to used a semi-transparent overlay widget. See the following screenshots :
http://commit-digest.org/issues/2007-08-19/files/overlay.png ( see widget at the bottom left )
http://commit-digest.org/issues/2007-08-19/files/tooltip.png