Hello LilachG,
Please carry out these instructions provided below:
1. While the virtual machine is running, go to Devices on the top menu bar.
2. Choose CD/DVD.
3. Choose Disconnect from the list.
Now try to use the CD/DVD Rom in MAC, it should work fine.
Also everytime you insert any CD or DVD it will go to Mac first now and if you require the CD in Windows, you can just go to Devices -> CD/DVD -> Connect to Default CD/DVD.
Let me know the status of the issue.