Actually, lots of other things can cause PMM to fail when ejecting the DMS. If you have any explorer windows open, not necessarily to the DMS, it can fail. Turn off System Restore as well. And if the USB cradle is plugged into the front of your computer, plug it into a USB port in the back instead.
However, I had the same problem in the past, and even if you get that message from PMM, you can still just close the program (despite the danger warnings) and use the "safely remove hardware" option from your Windows system tray. You should find that all necessary file operations were completed and it will function normally in your PB/Keg.