This has been disabled in modern versions of windows (7, vista, etc) due to security issues. There’s no way to make autorunning exe’s anymore.
The issue was viruses being spread via “found” flash drvies. This is far less likely to occur with cdroms, so the restriction is only for flash drives.
There are registry hacks that can enable Windows 7 to do this. It could also be done through Local Group Policy. It’s not advised, as it makes the system more prone to USB viruses, but in some situations where one wants to automate certain behaviors and scripts, it comes in handy.
NoDriveTypeAutoRun value found at the above keys should work.