[inquisitor]

This is how it's done under Windows XP:

1. Open Windows Explorer (by pressing the Windows + "e" key).
2. Right-click the desired CD-ROM and select Properties from the menu.
3. Select the AutoPlay tab.
4. Select each item from the pulldown list and for the Action to perform, select "Take no action" to disable autorun, or pick the apporpriate action to take if enabling autorun.
5. Select OK.

And for Windows 7 see AutoPlay - Enable or Disable AutoRun - Windows 7 Forums