This doesn't appear to be a Microsoft supplied feature. But http://www.cd-eject-tool.com/ notes an addon and you also could try SYSTEM RESTORE to when it last worked.
Bob
I again have lost the choice of "close" [the CD-ROM tray] when right clicking on the CD-ROM icon in "My Computer". Does anyone know where in Windows the file of the list of choices eg: "eject" the tray is kept? It occured to me that if I could find out where it is located, I could replace it with another identical file from a another computer [also running XP Pro] and therein regain the "close" the tray option in the right click menu.

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