Sony PCG-XG18 Primary User Manual page 47

When the computer is off, skip steps 1 and 3.
Right-click the PowerPanel icon in the task tray and choose "Remove
Multipurpose bay device." The message screen appears.
Slide the RELEASE lever on the bottom of the computer in the
direction of the arrow and slide the DVD-ROM drive out of the
multipurpose bay.
Click OK on the message screen.
You do not need to shut down the computer to insert the DVD-ROM
drive into the multipurpose bay. You can also insert the DVD-ROM drive
while the computer is in power saving mode.