Onkyo six CD changer stuck closed, reads "Mechanical Error" in window...Also, new Onkyo tape deck TA-RW255 tape stuck, won't open and won't turn off.

The Onkyo CD changer has an internal mechanical problem that could be anything from a disc being jammed in the mech, to a bad belt, or a bad IC or supply voltage that goes to the servo circuit. No way to be certain without troubleshooting it. You can open it up and see if a disc is stuck, but unless you have some experience in this sort of thing it is better left to a professional, You can cause more damage than you started with by trying to fix something you don't know that much about.

The tape deck could have any number of problems as well. A bad belt or gear, a defective servo circuit, and the list could go on, but they are all things that also should be checked by a professional.
Most of the time a tape won't eject is form the tape head being engaged and not letting loose of the tape. But since it won't turn off, you have some more serious problems. That is an indication of something not communicating with the microprocessor. It could be a digital transistor, a shorted capacitor, and like before, many other things. Whatever you do, don't force the tape deck open. It will destroy the head assembly and it may even void your warranty (you did say it was new).
You need to find an authorized Onkyo service center near you. Contact Onkyo if you can not find one yourself.
This really is the best action you could take. Onkyo is a very good brand, and in most cases is worth getting repaired. If it were some type of cheap-o brand it wouldn't matter what you did to it because replacing it would always be cheaper than paying for a repair. That is not the case with your equipment.

If I can be of further help, just ask me.

Dave