In Windows XP, if you want to quickly remove USB Flashdisk without safely remove hardware you should changes for it's configuration.
First, Right click the USB Flashdisk then click properties.
Click Hardware tab, click the USB Flashdisk
Click Policies tab, click the USB Flashdisk
choose "Optimize for quick removal", click OK.
For better performace you must choose "Optimize for performance" but the usb flashdisk can't directly removed until you click "safely remove hardware" in the taskbar notification area.