1) The cd won't eject until you unmount it with "umount /cdrom" or where ever you have mounted it. Also you need to cd out of /cdrom or browse out from it in konqueror.

2) Add the following line to /etc/apt/sources.list for mplayer and do "dselect update" afterwards.
deb ftp://ftp.nerim.net/debian-marillat/ unstable main

vlc and blender should be installable from the debian repositories. Note that knoppix can break up when installing packages so always simulate the install with -s.