Leopard sometimes can be a little reluctant to eject disks and disk images in the Finder. It doesn't matter if you click the Eject button in the Finder's sidebar, drag the disk to the Trash, or right-click and choose Eject, the Finder just silently ignores you. You can open Disk Utilty though and eject it fine that way (unless there are files open on the image, of course). This AppleScript will eject those troublesome disks:
The script will let you eject troublesome disks quickly if the Finder is ignoring your requests. It will also tell you which applications are stopping the disk from being ejected, as opposed to the Finder's generic "something is open on that disk, but I'm not telling you what!" You can find a ready-to-run version of the script in this post on my site.
[robg adds: When you run the AppleScript, a list of mounted disks will appear, including FireWire drives, CD/DVDs, and disk images. Select the one you'd like to eject then click the Eject button. I didn't have any 'stuck' devices to test this with, but it worked fine on my three test runs with a FireWire disk, a CD, and a disk image.]

