Why won't my computer let me eject my external hard drive?

I bought a Western Digital external hard drive the other day, and have since been transferring files onto it from my desktop computer. My computer won’t let me eject the hard drive though, even after closing all folders and programs, and restarting the computer. The error message says something to the effect of “the device Generic Volume cannot be stopped at this time”. I don’t want to have to turn the computer off every I want to eject the hard drive. What could be the problem?