I've found out that there was possibly a fault duing my update from IE5 to IE6 that caused the 'safely remove' feature to disappear, unless IE5.5 is completelty different from IE6 regarding this feature. (??)
I reinstalled ME and then went to the Microsoft Update website to update whatever that it finds there which includes IE5.5, the 'safely remove' feature is not missing after the update. (I was using the ethernet cable on a PCMICA internet adapter that I had bought years ago to connect to the internet via the wireless modem. I really don't ike connecting it this way as the cable is so inflexible and the wireless router need to be plugged into the mains - I prefer USB powered modem if a cable is needed - thus my other thread on using wired modem to connect to the internet).
I just thought I'd share this with members on this site who would be interested to know about the missing 'safely remove' feature as I know it now, short of further definite info on this :)