Did you mount a camera or some kind of memory card? NO NAME is the default for unnamed volumes mounted. Do yo still have a card or camera attached? If so, make sure you don't have a file open on it. Since you have tried to eject it, it may be "stuck." I haven't heard of this in a while, but I've seen it before.
I think I ended up using Terminal and deleted it from the /Volumes/ directory, but you may be able to achieve the same thing with Disk Utility. See if it shows up in DU's disk list. If it does, try to eject from there, or unmount it.
This thread has some discussion on the matter.