Right-click on the My Computer icon and select Properties.
Choose the Device Manager tab.
Open the CD-ROM branch, and select the entry for your CD-ROM drive.
Click Properties, and then choose the Settings tab.
Turn on the Auto insert notification option.
Click OK, and then OK again. You'll have to restart Windows for this
change to take effect.
It is possible you have Autoinsert on but AutoRun off for both data
Use TweakUI and you can alter these individually.
Tweak UI 1.33 for Windows 2000, Windows NT, Windows Millennium
Edition, Windows 98 or Windows 95.
Details at: (may wrap)
(of course, not all CD Roms have an autorun feature)