Why does unplugging my thumb drive result in a blue screen?
Sounds like a driver issue with your USB-controller. You could consider re-installing it, or updating to a newer version of the device driver.
I tracked down what the problem was here - write caching.
My Computer > Manage > Device Manager
Disk Drives > [My USB device name] > Properties
If you then select the "Policies" tab, you get two options: "Optimise for quick removal", and "Optimize for performance".
If I have "Optimize for performance" selected, I get a blue-screen when removing the device.