I suspect that if the drive is present (powered on) when the Windows boots, then the driver has no way of knowing that it's a removable drive. I have the same problem with the PCMCIA wireless card in my laptop -- if it's in during boot, I never get the Safely Remove button. I've never figured out a way of retrospectively telling Windows it's hotpluggable. In the screenshots above, was the drive powered on when Windows booted?

(Though there must be a way round this, as there's all sorts of SATA (not ESATA) hot-swap bays on the market.)

Peter