A. Microsoft Windows provides us with an AutoPlay feature, which allows your CD ROMs to begin playing automatically upon their insertion. This is true whether you insert an Audio CD or a Data CD. In the case of inserting an Audio CD, the first song will begin playing automatically. In the case of inserting a Data CD, usually one will see a program launching an Installation Screen.

This AutoPlay feature can be beneficial to you or it can be rather annoying depending on your circumstances. For instance, if you’re using a CD Burner to make a copy of a CD-Rom and the Auto-Play function starts itself, then the entire copy process can possibly mess up your destination disk.  A quick trick to keep AutoPlay from starting is to press and hold down the Shift key as you insert the CD.  This by-passes the feature.

To turn AutoPlay on or off in Windows XP, do the following:
Unless AutoPlay is disabled in the registry, do this:  Window key + e (This opens My Computer.), right click on the CD/DVD drive, select Properties from the context menu, and click on the AutoPlay tab.  At the right end of the Content type bar is a down arrow that lists seven types of files.  Click on each one individually, then click in the radio button below and click to select the action you want it to take.  “Take no action” disables AutoPlay for the specific media type.  Click Apply.  Take no action, disables the AutoPlay.  When you've finished your selections, click OK.  If you have more than one CD/DVD drive, you may want to repeat the procedure on it/them.

If the items are grayed out and not available, then the AutoPlay has been turned off in the registry.  The solution is simple if you're comfortable making the change.  (Make a restore point before you make the change just in case.)
To do a registry change:  Press Window key (to bring up the Start menu)--Run, type in regedit, click OK.  Click exactly on the pluses beside these folders to expand them:
HKEY_LOCAL_MACHINE>
  SYSTEM>
     CurrentControlSet>
         Services>
             Cdrom>
Click on Cdrom and its contents will show in the right window.
The second line down should be AutoRun  REG_DWORD  0x00000001 (1).

If the digit in the parentheses is a 0, AutoRun doesn't. 
Double click on the word AutoRun to edit the digit,
type a 1 in the box and click OK.  Close the registry by clicking the X in the upper right corner, and restart the computer.  AutoRun or AutoPlay will now work.

To Disable AutoPlay in Windows Vista for flash drives as well as CDs/DVDs, there is an excellent article at http://www.howtogeek.com/howto/windows-vista/disable-autoplay-in-windows-vista/