How do I check what files are open that are stopping the removal of the flash drive?

Check if an application, file, open document, music or video file or any other application is in use and close it. You can also run the Task Manager to "kill" any processes used by the device. Be careful—ending tasks doesn't damage your computer per-se, but it can lose unsaved files and corrupt existing open files if you close a program that is using them, and it can cause your computer to do an emergency shutdown. It won't cause permanent damage unless the program is doing something like flashing the BIOS (in which case, you shouldn't be removing flash drives!).