You can add the thumb drive to your fstab and it should start when Linux starts.
As for the unmount problem, go into fstab and make these changes....
OLD: /dev/cdrom /mnt/cdrom udf,iso9660 noauto,owner,kudzu,ro 0 0
New: /dev/cdrom /mnt/cdrom iso9660 noauto,user,ro 0 0
That should help with the locked or "busy' cdrom. It will still show busy if a window to the drive is open.