Inserting a CD-ROM into the drive will in many cases launche the program You can also use Tweak UI
contained on the CD (this is called Autorun, and the launch is controlled by a
file on the CD called Autorun.inf). To disable this feature:
double click System Properties
Windows for this change to take effect
(found on your Windows CD-ROM in the \tools\reskit\powertoy Folder), one
of Microsoft's PowerToys. Tweak UI can be disable both data & Audio CD's
by turning off the Play audio CDs automatically and Play data CDs
automatically options in the Paranoia tab. 
Prevent a CD-ROM from automatically launching