liveCD's are intended not to eject automatically
As you said, "I have tried other "live distros" and also had the same problem with the disc not ejecting."
So, the issue you have is not unique to the JDS liveCD. It is trouble with there being an unsatisfactory level (for your needs) of automation that's scripted with the "live distros." I would grant that others may have a similar difficulty as you've had. Open source products like these liveCD's have tended to purposely avoid such automation (as advanced users don't appreciate automated procedures taking over when they can do the job themselves manually), but it is an area where open source projects can generally do a better job than we have done in the past to meet the needs of non-technical users.
If you would like to have clearer instructions about how to change your BIOS settings upon power-up, I'd be happy to write them out and then post them up to JDShelp.org and into the knowledge base there. If changing the BIOS is troublesome to newbies, then we should provide sufficient support documentation or make adjustements to the scripting on the liveCD.