Hi Welcome to FixYa!
I am having the same scenario too sometimes.. What i usually do if the drive is not in use, I turn off the computer first then unplug my external hdd. in that case, the computer is completely off as well as the drive. But if you feel like its a hassle of turning down the machine for you to remove the drive, you could try the following steps:
There is a setting for the USB drives which tells the OS how to optimize their usage. Either it is optimized for Quick Removal or for Performance. To check it, do the following:
-Right click on the USB drive icon in My Computer.
-Select the Hardware tab.
-Select your USB drive and click on Properties.
-Now click on Policies tab.
Optimize for Quick removal
This setting disables write caching on the disk so that you can disconnect this drive without using theSafely Remove Hardware icon.
Optimize for Performance
This setting enables the write caching on the disk so as to improve disk performance. To disconnect this drive, you should use the Safely Remove Hardware icon so as not to hurt your USB drive.
Hope this would help!