Vista - "Eject" vs "Safely Remove"

Should I "Eject" a USB device, or should I "Safely Remove" it? What's the difference? From experimentation, "Safely Remove" makes it disappear from the list of drives in the Computer folder, but all the lights on the physical thumbdrive stay lit (which worries me, because on XP they went out completely). Also from experimentation, "Eject" makes all the lights go out on the device, but the drive letter continues to exist in the list of drives in the Computer folder (though it has forgotten the volume name). So which is the right one to use? Or should I use both, one after the other?

they both do the exact same thing...i personally use safely remove..because i got a u3 stick...and it will eject it all in one click...

Are you sure? You'll see from my first post on this subject that I did some experimenting, and from my experiments, they appear to behave differently. Also, if you right click on any drive, both "Eject" and "Safely Remove" are listed. Why would two separate items be listed if they both do the same thing. It doesn't make sense. Anyway ... there has to be a definitive answer somewhere. Where is the official documentation for both of these functions?