A lot of modern gadgets are supposed to be intuitive enough that manuals aren't needed, but that never really works out. As for your question the safest way to disconnect your device after engaging the USB transfer mode is to first eject the device from the computer (either through "My Computer" in Windows or Finder on a Mac) and then physically disconnect the device. There's a slight chance of file corruption if you just unplug the device without ejecting it but it's not very high. If you use the button on the device to disengage the USB transfer mode you can leave it plugged in so that it will continue to charge while you use it. If you just unplug the device without either ejecting it or pressing the disengage button I assume that it will automatically disengage and ask you nicely not to do that anymore, but I haven't tried it.