Try this,
Use notepad to make a file called "autorun.inf" containing:
[autorun]
Open="what you want here"
Icon="what you want here"
With out the quotes.
put this on the CD
I made a CD to auto start an HTML page with this method and for the "Open=" I found an exe called "SHELEXEC.EXE"
so I had "Open=SHELEXEC NAME OF FILE.HTML"