USB Key Not Ejecting Properly

Hi,
My U3 USB key/drive is not ejecting properly from my Mac Pro. (OS X 10.4.9, 5GB RAM, 3 HD's).
When I click "Eject" the icon on the desk top disappears, and the light on the drive goes into 'sleep' mode (indicating it is still connected to the computer, but not in use).
And sure enough, when I pull the key out, I get a message saying that it has not been ejected properly.
I have read of others having problems with this, and have seen advice such as trying to close down the drive from disk utility, and shutting down the computer and rebooting. The former does not work for me, but the latter does.
Does anyone have any other ideas?
Thanks,

Nothing comes to mind?
Are you opening files stored on the drive, or running applications stored on the drive?
Maybe it's like the message you get sometimes that says "files in use", but you're not getting the message.
 Cheers, Tom

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    Message was edited by: phpguru

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