How did you get the cd into the drive?
Is it data or music?
You could try opening a console (to get the "DOS" like screen that asks for commands) there should either be a icon on the "taskbar" or something on the "start" button menu.
once open, you should have something like "firstname.lastname@example.org ~ or $"
Too this, type su and then enter/return, you should then be asked for the "root password" that you put in when you installed the OS, If I remember correctly, you don't get the password "ghosted" i.e. you don't get ***'s instead of the letters/numbers etc, then return/enter.
the "prompt" should then be something like email@example.com
h and either # or $ (I can't remember which) then you should try
"unmount /dev/cdrom" or "unmount /mnt/cdrom" or unmount /mnt/dev/cdrom"
one of them should work and just return the # or $ prompt, you should be able to open the drive when it has just gone back to the # or $ prompt
oh, and if my memory is correctly, this is for data cd's only, because you don't "mount" music/audio cd's.
I seem to recall, that if you just boot back into window$ then you end up with an initial boot failure that asks for you to remove the disc and press any key, but then when you go back into the redhat, you might then get questions about "file system integrity checks" and then it takes a while to do the system check. But i don't know whether it would then leave the cdrom "unmounted" or not (I use mandrake not redhat - because I feel that it is a much better "n00b", desktop type distro - and automounts data cd's!)
p.s. hope this doesnt sound like "teaching granny too suck eggs!"