Do Not Disconnect

I just had my iPod replaced due to a hard disk failure. After fully charging, I placed it on the docking station to download my songs from iTunes 6. Tiger and iTunes recognizes the iPod and the download appeared to go well. When it was finished, iTunes showed that the iPod update was complete. However, the Do not disconnect message still shows on the iPod display. When I try to eject it, I get the message: "The iPod could not be ejected because it contains files that are in use by another application."

I closed everything, but the message still exists. Can I simply remove the iPod from the docking station?