Spinning Wheel won't stop on Desktop

I can't get the spinning wheel to stop on my iMac desktop. It also says I have a CD in the machine which I don't and I can't click on the Apple logo because of the spinning wheel. Can anyone help? This is only happening on one of 4 users, the others are OK. Sorry if this sounds silly, but I'm new to iMacs and still trying to get used to not using windows! Thanks.