Where is the "Security" tab?

Closing all open files and shutting down all apps (Like FIrefox Browser) every time I walk away is a lot of nuisance.

I agree but I insert & extract my USB drives all the time without doing that, what am I missing?

The security tab you are referring to, if I understand this correctly, is a part of drives formatted with NTFS, rather than the standard exFAT or FAT32 formats and in Windows 7 you only have access to the tab from Safe Mode.