You need a version of CD-ROM Toolkit later than 2.0. Then go to Setup/Special and click the box that says "Don't eject on shutdown". Power Computing cannot ship out versions of the software that didn't come with the computer. The license agreement with FWB prevents this. New version of the FWB software are available from FWB for approximately $30.
It is ill-advised to leave disks, cartridges, and other ejectable things in your computer when shutting down. Having ejectable media in the drives can cause conflicts and bombs on start up.
You can always push the tray in when the CD ejects. Not as good as taking the disk out first, but it works.
If the option in the driver isn't working, there may be an extension conflict.
If that doesn't do it, try a clean install and install only CD-ROM Toolkit.
Machines Affected: All