I don't know about anyone else but I'm sick of this problem, Windows seems to have many different flaws in this area.
Apart from the obvious reason that data could still be in the process of being written to the drive due to caching (depending on drive options), there are still many times where there has been more than sufficient time to have completed writing to the drive and it fails the first time but always works on the second attempt!
Now for those times when a retry fails (if that isn't annoying enough) you first need to look for open applications that may be referencing the drive, having explorer open viewing the drive will of course cause these sorts of issues. Start by looking at obvious processes and then start closing any open applications which you have used (since the last boot) to view the problematic device and then retry.
If that doesn't work then use the Sysinternal's "Process Explorer" (recommended task manager replacement) or its command line "handle.exe" can locate the process(es) holding the device open. For example, I used "handle t:" and it will say something like "explorer.exe pid: 4704 C: T:\".
You will find that "explorer.exe" sometimes holds directories open long after you have moved on to a completely different location, you will also find the root or desktop "explorer.exe" is frequently the problem (this requires you to stop and restart the desktop process (process explorer's "restart process" option makes this easy).
Yet another "explorer" bug is demonstrated with the image on the top right where "explorer" remains running (holding T: open) even though as a user I have closed it (and it has disappeared from view). I assume it has bugs in the handling of "/e" and/or "/root" command line switches.
Anyway I hope that helps. I can imagine that processes like acrobat reader (which can remain in memory after closing for a period of time) can also be the cause but you should now be capable of identifying your problem...
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