I’ve been told to never, never, ever unplug a USB
device, like a memory stick, until the Safely Remove
Hardware icon gives the OK. And that’s my problem: Some days
the icon is in my toolbar, and other days it’s missing. What’s going
on? What can I dop?

You’ve been told correctly. If you unplug a device prematurely, you
run the risk of corrupting the data being transferred. So the proper procedure is to click on the
Safely Remove Hardware icon (shown at right) in the
Windows Taskbar before unplugging; and if it’s safe, the icon will
generate a message like this:
So what do you do if the icon disappears? For some reason such intermittent annoyances aren’t that unusual. You might first try to solve the problem by resetting its default. To do that, rightclick on the Start button and left-click on Properties and select the Taskbar tab. Then click on Customize and scroll to Safely Remove Hardware and be sure its behavior is set to Always show (see screenshot below).
If that doesn’t solve the problem, or if you plug in and unplug lots of USB hardware, you may want the convenience of a desktop shortcut to Safely Remove Hardware, which you can then trigger whenever the usual icon fails to appear.
To create the shortcut, right-click on the desktop and select New and then Shortcut. In Type the Location of the Item, enter RunDll32.exe shell32.dll,Control_RunDLL HotPlug.dll and click on Next, and the shortcut will appear on your desktop.