Detect "Safe device Removal" issued from XP

I'm working on a project where I'm using the Atmel USB Framework and MSD
class.
While comparing functionality of commercial MSD devices with my own, I
came to the question how some commercial devices can detect the "Safe
Removal Hardware" issued from XP.

As far as I know there is no information send to the device to tell that
it will be removed from bus.

I monitored the USB bus and found that on removal only one CSW handshake
is done with changed CBWtag/CSWtag.

So the question is: How can I detect in my code when the device was
safely removed by XP?