For the benefit of lurkers reading this, you don't want to do the pull-
the-plug test while writable media are mounted. (Not while running
Windows, for example.) A Linux live CD (free for the download)
would be a safe choice for this.

As long as nothing is being written to the media, this isn't a problem. I
can state as a fact that Windows 2000 will tolerate a cord yank without
damaging the operating system. (This is not true of all OSs.)