Missing "Safely Remove Hardware" Icon

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Whenever I plug in an external device (e.g., digital camera) into my USB
port, I obtain the "safely remove hardware" icon in the system tray. I
recently purchased a new Western Digital external hard drive for backups.
After I plug it in, it is recognized by the system (and I can see it in
Explorer) and I can perform my backups, but the "safely remove hardware" icon
never appears in the tray. I've tried "add/remove hardware" from the control
panel, but the drive doesn't show to allow me to remove it safely. I
contacted WDC, but they basically sent me some links to Microsoft which
really did not help. So, why doesn't the icon display, and how might I
safely remove the hardware otherwise? Thanks.
.

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