Turn Off Auto CD Drive Play

1.Open My Computer
2.Right click on your CD ROM and choose Properties
3.Click on the Auto Play tab
4.In the drop down box you can choose the Action for each choice shown in the drop down box 
Or
5.Go to Start->Run->gpedit.msc
6.Computer Config -> Administrative Template -> System
7.Double click Turn off Autoplay
8.Enable it.