Scott,

Depending on what version of windows you are running, there is usually a small icon that will appear on the taskbar located on the lower right corner of the PC's screen when the USB device is connected. Before disconnecting the USB device, double click the icon and follow the prompts to disconnect.

Insofar as which item is turned on first of last, it really does not matter unless there is a proprietary connection so the the PC recognizes the keyboard and vise-versa. This is sometime the case with certain midi software, but again, this depends on the software.

Gary