Eject thumb drive or sd card

When I eject the sd card or thumb drive it does not eject. Rather I recieve a message stating that Finder is using the device and I have to exit Finder. So, I exit finder and then come back to eject and I get the same message. If I select another set of files in Finder and then go down and eject the drive, same message. Finnally I just remove the drive and I get a message saying that I should eject the drive before removing it. Seems like a Catch 22 scenario. Any one know what I am doing wrong.
Thanks

Maybe this one http://www.macupdate.com/app/mac/27871/whatsopen can help you finding what is preventing the eject.
Stefan

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