Hi rms46
While your problem is probably, as curaga pointed out, mounted extensions, you will get that message anytime
you try to unmount a drive that is in use. Things that constitute in use include:
1. Editing a file on that drive.
2. Looking at a directory on that drive with a file manager.
3. Open a terminal and cd to a directory on that drive.
4. Another machine connected to a shared directory on that drive might also cause that message.