Our guess is that you have a copy of the Desktop Manager in the System Folder
of your startup volume. This INIT shipped with AppleShare and is intended to
be used on the server but can be copied to and used with any Macintosh volume.
With this INIT in place, you can't unmount any volume you mount at startup,
unless you use special utilities as you mentioned above.
Removing the Desktop Manager from the System Folder of the startup volume
should let you unmount volumes by dragging the volume to the Trash, as would be
expected.