I use Micromax USB data card device to establish internet connection. But the device can't be removed safely by using the option " safely remove device". How can it solve?
"Safely remove device" is for storage. You do not need to safely remove a WiFi dongle. The purpose of "safely remove device" is to make sure that all the pending write operations are executed -- that data to be written to the device is, actually, written before removing the device. The writing could have been cached and put off for later if the system had better things to do.
You don't need to do that with your WiFi.