Do not disconnect message will continue to be displayed on your iPod if you have your iPod set to transfer your music manually. You must manually eject it. You can do this by clicking on the little eject icon next to the iPod listing in the source window of iTunes, or right click on it and select “eject”. There is also an iPod 'eject' icon in the lower right hand corner of iTunes. If you have your iPod set to automatically sync with iTunes version 7 or later, connect the iPod and when you see the summary screen, uncheck the box marked "enable disk use". In future your iPod should automatically disconnect after it’s finished transferring music.