When you try to safely eject your external hard drive safely and get an error message with this title telling you that "This device is currently in use. Close any programs or windows that might be using the device, and then try again." try the following steps: 

a)       Download Process Explorer from the link below

http://technet.microsoft.com/en-us/sysinternals/bb896653

b)       Click Find, Find Handle or DLL (Dynamic Link Library) in the tool menu.

c)       Type the drive letter of the USB device in the Handle or DLL substring textbox, and press Search Button.

d)       Find the process and its PID (Process Identifier) in the following box.

e)       In system process tree view, find the process according to the Find Handle or DLL dialog box.

f)        Press Ctrl + H to show Handles in Lower Pane View.

g)       Find the File according with the drive letter, and right click it, choose Close Handle.