What I didn't do was tell you to read the link inside that A

That apple article linked to http://support.apple.com/kb/HT1853?viewlocale=en_US which writes "
iPod can be safely disconnected by simply unplugging the cable if the iPod display shows any of the following screens:

* "Charging"
* "Ok to disconnect"
* The iPod main menu with the Music, Settings, and Extras selections in addition to others
* iPod shuffle displays a solid amber or solid green LED
"

Which means you can safely unplug even when it doesn't eject from Windows.
Bob