OS/X isn't always the most intuitive thing around. For example, if you insert a blank cd you'll get the "What do I do?" dialog, unless you have it turned off. If you hit ignore, there won't be any intuitive way to eject the disk. The easiest way to pop it out is to use disktool:
jkopena@toadstool jkopena $ disktool -l
***Disk Appeared ('disk1',Mountpoint = '', fsType = '', volName = '')
***Disk Appeared ('disk0',Mountpoint = '', fsType = '', volName = '')
***Disk Appeared ('disk0s1',Mountpoint = '', fsType = '', volName = '')
***Disk Appeared ('disk0s3',Mountpoint = '/', fsType = 'hfs', volName = 'Macintosh HD')
jkopena@toadstool jkopena $ disktool -e disk1
disk1 device will attempt to be ejected ...
***Notifications Complete for type 1
***Disk Unmounted('disk1')
***Notifications Complete for type 4
***Responding yes to eject - disk1
***Disk Ejected('disk1')