Right-Click My Computer and select 'Manage'.
You should see the 'Computer Management' window appear.
On the left hand pane, select 'Disk Management' and all your disk drives including your CD-Rom drives should appear in the right pane.
Right-click the drive you want to change and select 'Change Drive letters and Paths...'. A new window will appear and select 'Change' to change the drive letter.
Hope this helps,