Safe disconnect
To safely disconnect your camera just wait until the red light of the memory card has stopped blinking and then pull out the USB cord. The light is positioned in the lower right corner next to the trash button. When it doesn't blink it means that no read/write operations are taking place.
Explore files through Finder
By removing the SD card from the camera and plugging it in a SD card reader you can access the card contents through Finder. Also, you can easily access them through iPhoto.
Sidenote
From this forum topic (and my own experience with the Canon 550D) I know that it is faster to import images through a SD card reader compared to straight from camera.
