To remove it safely? Turn off the computer.

I guess you were just joking. Or do you mean that just in order to remove my USB key I have to reboot my PC every time ?
And yes, I have this issue with
every USB device I connect to my PCs (2 with XP SP3 PRO and one with XP SP3 HOME), since I upgraded directly from 5.0.667 to 5.1.889.
I use Avast Antivirus Free, and I never had this issue before (not even with previous version 4.xxx).
By now the only working workarounds are, as suggested:
1) Uninstall AVAST and replace it wit another antivirus (I won't even consider this !!!)
or
2) Uninstall AVAST 5.1.889 and revert to previous version 5.0.667 (which can be downloaded from sites like FileHippo)
or
3)
Uninstall Behavior Shield, as you clearly suggested in your post.
I personally chose option 3, even if I'm not sure which one of 2 or 3 is better. Any suggestion ?
EDIT: No, not even option 3 is working

At first it seems to work, but if you leave your USB key inserted for a while, it becomes locked again.
I had to revert to version 5.0.667 (option 2).
I really hope they solve this problem soon...