Prevent other users from ejecting (or even seeing) my mounted disk images
To help make the mounted disk image less visible, you can run the SetFile command to make the volume's directory invisible. This will make the mounted disk image be less-obviously visible in the Finder sidebar for other users. Of course, this makes it less visible to you, too, but you can make an alias in the Finder to where the folder should be for you.

Run SetFile to make the mounted disk image image be invisible in the Finder:

SetFile -a V /Users/gabriele/MyDocs


Open the disk image location in the Finder:

open /Users/gabriele/MyDocs


Make an alias to make it easy for you to open the now-hidden MyDocs. Within the open Finder window, grab the folder icon in the top center where it says "MyDocs" and then drag that while holding down the Option+Command keys and release it on your Desktop, just not to /Users/gabriele, because you will need to rename the alias first, otherwise it will not let you copy it. So rename the dragged-off "MyDoc" to "MyDoc alias", then move it to /Users/gabriele or wherever you like. Now you should have the alias "MyDoc alias" to your hidden MyDoc directory, other users will not see it in the Finder sidebar.

Note: Xcode needs to be installed in order to use SetFile. Additionally, I had to relaunch the Finder on Lion for the mounted disk image to become invisible, try that if you can't get MyDoc to disappear.

Not sure how to prevent ejection, since anyone with access to Disk Utility, the mount command, etc. can see the path to it and un-mount it for you. However, making it invisible does lessen the need to make it un-ejectable, since it will not be in other users' faces in the Finder as an option to eject.