Sometimes the jumpper drive wont screw up evan if you pull it out it befor safely removing it.
I did and it did not screw up but the jumper asked if I wanted to set a password and other stuf.
Heh heh I pull mine every time, im too lazy to find the things i know I should but mine takes the abuse (i dont advise you to do this)
BTW I did this to xp beast's once and nothing bad went wrong
the only thing that's ever happened to me when i unsafely remove stuff was, the evil blue screen comes up and says "error: XxXXXXXXXX the memory could not be written press any key" and when i check the flash drive everything i wrote to it is gone
I have quite a few USB drives(both with memory and card readers) So far, only one of them will actually mess up when you remove it unsafely. Still probably a good idea to do this... Though XP doesn't seem to mind too much