sandisk ultra 16gb pen drive

When I about to eject my sandisk ultra 16gb pen drive it says " The sandisk Ultra USB Device is not removable and cannot be ejected or unplugged "  instead of safely remove disk on the safely remove hardware box? 

This question is not related to SanDisk enterprise products. Moving to appropriate section of forum.

If you shut Windows down, remove the pen drive, reboot, reinsert the pen drive do you get the same error msg?

How did you eject this? Just right click the USB on on system tray and hit on safely remove.