InDesign is only a page layout program, nothing more. It sounds like you need some heavy duty DVD menu authoring software, and InDesign most certainly is not that.
If you feel an "Eject CD" button would be a useful addition, vote for it on Adobe's Feature Requests page.
It is difficult for me to believe that there is no way to do this. I recently purchased Adobe Press' instructional DVD, "Create Interactive Documents Using Adobe InDesign CS5". It's amazing what InDesign CS5 can do. I have almost finished my CD project in InDesign based on the tips I learned from the video.
The only two minor things left to complete are to find "Exit CD" command functionality and to incorporate the autorun feature.
InDesign's interactive PDF support is a small subset of what you can do in Acrobat Profesional.
I think you probably want to create a button (or change an existing button) in Acrobat Pro that causes Acrobat to close the document -- that should be analagous to "exitting the CD." I assume your autorun file is opening the PDF in Adobe Reader? You have not included it and are not specific, so it is tough to say.