I used to get that message all the time with Win7 for all removable media, even though I properly ejected them. I would just ignore it for flash drives, but when it happened with an external hard drive I had it check for errors. There were no errors, as I basically expected, but the next time I plugged it in Windows told me I had to format the drive before I could use it. I connected it to a Linux box and it worked fine and all my data was there, but Windows persisted in telling me I had to format it. It wasn't much later that I simply reformatted my hard drive and installed Linux. Ever since then my laptop is happy, my external drive is happy, and I'm happy.