You should also check if you plug your cable deep enough into the usb port. Sometimes, it seems like you’ve plugged the device but if the usb are not plugged in properly, then there will be no connection.
In the MSC mode disconnect it like you would any flash drive. Click on the green arrow tray icon and select “stop USB drive xx.” Remove the Clip after the “Okay to remove” sign appears.
I think KMC2005 refers to the MTP mode when you can unplug the Clip as long as no data is being transferred.