Hi Roderick,
Sometimes Windows is still trying to Index what ever new you place / removed on the USB's or just updating the Index File. other possibilities are the release of the letter assigned to each USB so you get the message, if you were to open Windows Explorer and point to the Internal Drive such as C and wait about 15 seconds Prior to using the Taskbar Icon to Eject any USB, that would do it, but if not :
Just Log Off your Profile, un-plug the USB's Connected and Log back on.
It was suggested that you re-boot the pc and that is an idea as well. I found that is just faster to click on the icon on the Taskbar and if i get one of those messages which is not often with Win 7, then i just log off and Windows finishes writting / or the task in process at which point I remove the USB. I have never had a problem loosing information or not being able to read that USB after using this process.
As far as having thrown them away, I think that was a bit too quick a reaction on your part - If you try re-formatting them and that did not helped, it could have been because the actual memory chips used on USB's and MicroSD Storage Cards could have worn out or corrupted. Next time try re-formatting them first, if it does not work on your PC/Laptop try a friend's - The memory on Small Storage devices is delicate and if you Read / Write a lot from them - they will eventually fail.
Hope that helps.