Do you mean the icon +on the Desktop+ is not there? Is it still listed in iTunes, under DEVICES? If so, you can eject it from there (click on the small eject button next to the iPod's name).
If you have the iPod setting for +Enable disk use+ (on the iPod's
Summary tab) unchecked, the iPod will not appear on the Mac's Desktop, unless it is actively syncing at the moment.
Also, if you go to Finder preferences, there is an option to show (or not show) +CDs, DVDs, and iPods+ on the Desktop. If that got unchecked, the iPod will not appear on the Desktop.
Now, if the iPod screens says to not disconnect, yet the iPod does not appear anywhere on the computer... You should probably shut down the Mac. If the iPod screen changes, disconnect it. If the iPod screen remains the same, use the two-button reset to
restart the iPod.
http://support.apple.com/kb/HT1320
Since the Mac is OFF, it should go to the main screen; then disconnect it.