what is save and remove feature?
Do you mean Safe Remove
it happens many time
like if you made a word document than you close that document & save it on your Pen Drive & try to remove but it give Ejection Error
because your MS Word is Still open (though your File is closed) but if the application is open sometimes it wont remove easily
also many time we close the application but it Runs in Background
so open Task Manager (if you r in WinXP or Vista),
Click on Process tab and see if any programme you were using (like MS Word in this case) is still running in background
if it is running than right click on it and click "End Process"
than try to remove your Pen Drive