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When you click the eject button in Finder or press CMD+E or right click and select Eject or drag one partition to the Trash, you get this message:
2012_01_06_pA1_EjectAll_dialog.png

Pressing the TAB key one and then the Spacebar lets you select all partitions.

The above screenshot is taken in Mac OS X 10.6.8.
 
I get no warning dialogue box at all when right clicking to Eject. The icon disappears.

How can I set the system to show the dialogue box you posted? I used to get it every time when I was connected by Firewire. Is it a System Preference?
 
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