where is hot plug on win me ?

whenever i unplug my flash memory stick from my computer without shutting it
down, i get a msg saying to use the hot plug icon located on the status bar
or else i might crash my computer. my status bar does not have any such
icon. perhaps all i need do is to enable it. can anyone tell me how. i've
searched "help" but it was no help. ANY help would be app.

thanks
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5string