Yeah, Markus, I think that you are right.
As formulating a question is often answering it, I started to realize that unmounting the cd isn't really possible, just as you cannot unmount the root disk with any other *nix.
I am now going to install knoppix on the hard disk, using another cheatcode to a similar effect.

It still tickles me, though, how the cd burn program managed to eject the knoppix cd ...