Your question has an answer. The CDROM needs information burnt to it at point of creation which will allow auto run. The file in question is allocated the privilage of running when the CDROM starts to spin.
There is software out there that will make this easy for you.
The easier, cheaper way is as follows:
To make a CD ROM auto run open notepad and enter
the following information.
Simply change the open path and/or name to suit your own requirements MyProgramToRun.exe
When you have changed the 'open' setting to suit your needs save the file as 'Autorun.inf'. This file MUST be copied to the root directory of the CD to work.
NOTE: Disabled AutoRun. If a user has edited the registry on their machine the above will not work.
Registry change is to set the following registry entry to disable autorun per machine:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Cdrom\Autorun, a type REG_DWORD, to zero. Setting it to 1 turns it on.