You do know that USB is plug and play right? So you don't need to use the software that Western Digital gives you. I never used mine because it's just backup software.
To move files, just open up My Computer and it should read it as a hard drive and you can just move files directly into there. You should NOT have to use any form of software to move files.
Also, as a heads up, click on the "Safely Remove Hardware" icon in the future.
Usually nothing happens if you don't, but it's always better to be safe and do it to prevent any data corruption, or in your case, data erasure.