Use the device notifier. Instead of the plug icon that you saw before, there will now be an up-arrow icon similar to that shown on VHS and DVD players. That will "safely remove" the drive. However, it will not eject it. Always wait a few seconds after using this, as buffers are flushed and you want to be sure that it has finished writing.
In Dolphin, look for the name of the device in the Places panel. Right-click on it and you will see the Eject icon. Again, take care not to remove the drive too quickly.