I think it will mean that you have written some files to it, and there
are extra directory items needed to be written before it can be ejected
(and it is saving them up, hoping to get some more so as to fill a
block). If you r-click the DCD icon and take Eject (or same in My
Computer) it will write them and eject the disk - just cant do it by
pressing the button on the drive. You should eject such a disk before
shutting down to be sure