I've run into the same problem on a machine I support...
Holding the mouse button at startup didn't work. The OS/hardware isn't realizing that there is even a cd in the drive in the first place.
I used 2 butter knives with tape on them to pry cds...
Basically, put the tape on one side of both knives, making sure to cover those little jaggies. With the tape facing the cd, slide one knife under the cd. Put the other knife in on top. Lift the bottom knife slightly, press the top knife down to grip the cd and gently pull outward.
If you have double-sided tape that might be a better way to go - more grip. I used electrical tape because it was handy and the cd I was pulling was still important and expensive to replace (it was put in to make a backup and was its first use).
HTH!