How can I stop an ejecting disc improperly warning

You need to wait longer before physically disconnecting it. You would think that once it's disappeared from the Desktop it would be safe to disconnect, but it's not so. With USB memory sticks you can see the light continue to flash even after it's unmounted. Only when that stops can you safely remove it; so with drives you should wait until any indicators you may have on them have stopped flashing. If you don't have those, give it thirty seconds or so. You shouldn't keep unplugging them early: you can cause directory damage - indeed you may already have done so and you should run a disk repair using Disk Utility.

Are you ejecting the disc's properly to begin with, ie: dragging the disc to the trash or right clicking and choosing the Eject command?