If you're dealing with a hard drive, you're definitely going to have to tell the OS to remove it. It has the potential of having a lot of data unsynced. I'll agree that it should just do syncrhonous writes for small flash units, but there's no way around it for big mass storage. I know for a fact that WinXP doesn't complain when I unplug my FW DVD burner. Don't honestly know about Win2k, as I had a bug there that made my machine reboot when burning. (And I'm pretty sure that that had nothing to do with the FireWire.)
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Bitt Faulk