The High Speed USB 2.0 port may be practical for some but I prefer to change cards. If you hook up the USB, and then open the camera card access door, it's like unplugging a live USB device. Opening the door (rightly) powers down the camera.
I've got Win2K. It restarts the computer.
I think this may be just your computer, Colin - I tried the same thing and it behaved exactly as it should have; complained that I hadn't disconnected the device before removing the card, but nothing more.
S

