As far as I know (and I know very little, so don't take this as authoritative), there's no way to over-ride that bother besides mounting the drive in Windows. My basic understanding is this: if the drive isn't cleanly unmounted in Windows, it won't be marked as cleanly unmounted, and Linux NTFS utilities know better than to mess with it. This is probably a good thing, but it's definitely a hassle. The only solution I know of is to plug the drive into a Windows box, run scandisk or chkdisk, and then try again. If there's another way, I'd love to know it.
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