Yes, if you leave that window open and just pull out the device, the mountpoint might be still locked when you re-insert it, because that window still has the device/mountpoint "in use". Always unmount the device before pulling it out, so any pending writes can be committed before the device is disconnected. The window will then probably notice the unmount and release it's grip also.
Device names can sometimes change. Some BIOSes even swap local harddisk device names at boot time, so "sda" may become "sdb" and vice versa. So if you can avoid using these hard device names, i'd suggest to do so. You can give every partition a certain disk label and then address it by label, e.g., instead of "/dev/sdc1" you could use "/dev/disk/by-label/MY_USTICK_WORK2", or in the /etc/fstab (if you are creating entries there), instead of "/dev/sdc1" you might use "LABEL=MY_USTICK_WORK2" to address that particular partition. Similar in the GRUB config, and so on.
It's even possible to label swap partitions or NTFS (Windows) partitions. See man e2label/swaplabel/ntfslabel. If you do, use no more than 16 characters for compatibility reasons. At least that'll work on any partition type i know of.
Last edited by bloody; 02-27-2013 at 08:23 PM.