Hmmm. You made me curious. So I tried all my USB drives, and they all turned off when unmounted, except one! My wife's PNY 64mb USB1.1 drive stays lit until unplugged! It's obvoiusly unmounted, just stays lit. That makes me think it's just a USB1.1 personality trait. As long as you're not getting any data corruption, I'd say you don't have a problem. I think it just pulls constant power from the 5v line and lites it up. However, please post back if you start getting weird behavior or data corruption!