Trouble getting started

I just got myself a 30gig ipod, and I began following the instructions to get it up and ready.
I connected the iPod like the instructions said, and I was prompted to downlaod iTunes 7. I downladed and installed it, but I can't go any further because I need to restart for the iTunes installation to continue, but my iPod is flashing the "Do not disconnect", so I'm afraid to actually restart my computer, fearing I will mess something up.
Is it safe to restart? What should I do?
Thanks for any help.
  Windows XP Pro  

Use the “safely remove hardware” icon in the system tray next to the clock (looks like a grey rectangle with a green arrow above it). Click on this then select your iPod. Or through Windows, select start/my computer, right click on the iPod, select eject.
Once it's ejected disconnect the cable from the iPod and restart your computer.

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    Hunt

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