I have a Latitude D600 w/WPX SP1.  Just added the 2U442 D/Port Advanced Port Replicator and 6Y667 monitor stand.  The latop docks and functions perfectly.  The manuals mention  using the "Undock" button on the monitor stand before undocking.  There is also an "Undock Computer" path in the "Start" function of WXP.
 
What is the proper procedure for undocking my laptop?  I have a Dell C620 at work w/W2K.  All that is required is "Start > Turn Off Computer" and the O/S does it all.
 
I would never have a situation in which I would undock with the laptop still on.
 
Bill
Austin, TX