Ok. The first thing you should know here is mounting. In Linux, partitions and drives must be 'mounted' or attached somewhere in the file system (a folder). Your main Linux partition is 'mounted' as /. Other partitions/drives are mounted on a folder on this main partition . The folders /mnt/floppy and /mnt/cdrom point to your floppy and CDROM drives respectively. They display the drives' contents. When you insert media (or otherwise want to access it), you or Linux must mount it. When you are finished and you want to remove the media, you must unmount it. This frees up the connection and flushes updates to the disk.
So that may explain it - you probably mounted the floppy to open up files but you didn't unmount it before ejecting it. To unmount, right-click on the floppy icon on the desktop, and choose an option that looks like 'umount volume' or 'eject'. Or, run 'umount /mnt/floppy' from the command line. This writes all the changes to disk.
Now seeing that you are sharing files between Linux and Windows, you may want to consider creating a 'share' partition, if you have both OS's on the same machine.