Even if you use “Safely Remove Hardware” on the computer, [Connected USB (Storage in use: system storage)] or [Connected USB (Storage in use: SD card)] remains displayed on your Walkman screen.
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When using Windows Vista, Windows 7, Windows 8 or Windows 8.1, the Walkman screen remains as [Connected USB.]. This is not a problem provided that the "Safely Remove Hardware" operation is complete. Disconnect your Walkman from the computer.