When you connect any storage device in Windows, you see a small icon in the system tray called Safely Remove Hardware And Eject Media. Most users have to first eject the device from here before unplugging. If you do not eject it, there is a high chance that the data could be lost since Write Caching is enabled by default.
Write Caching makes sure that the drive is cached for faster read/write access. You can always disable Write Caching and it is quite easy. In my experience, disabling write caching didn’t reduce the performance as much as advertised(it is just perhaps 1-2% slower). It should be disabled if you have to frequently unplug the external hard disk or USB Drive.
Note: I would never recommend disabling write caching on primary internal hard disk, since it would drastically effect the performance.
Go to Start Menu, right-click Computer, and select Manage. Now select Device Manager from the left sidebar, and open Disk Drive. Under it you will find all drives connected to your computer, including external hard disk, USB drives, and internal hard disk.
Right-click the desired drive and go to Properties. In Properties dialog windows, go to Polices tab, and select Quick Removal to disable write caching. When write caching is disabled you don’t need to use the Safely Remove Hardware icon in the system tray. 😉
If write caching is disabled by default and you want to enable it for faster performance, select Better Performance. It’s that easy.
Personally I have write caching disabled on the external portable hard disk and has never experienced any slow performance. The benefit of disabling write caching is that upon unplugging the device directly, no data will be lost.