So you get that annoying “The volume can’t be ejected because it’s currently in use.” message trying to unmount your disk, well, to find out what is using the disk, you can use the lsof command (LiSt Open Files)
Run it as sudo, and you should easily be able to see which application has files open (usually VLC for me)
sudo lsof | grep /Volumes/My_Drive
Obviously substitute My_Drive with the mount name from your machine