If you're talking about what I think you're talking about, this program is imbedded in the CD itself. I've noticed this with a lot of newer CD's these days. If you play them on a regular CD Player they play just fine, but if you try to play it on a computer with your favorite CD Audio Player, say Winamp, you won't be able to -- at least not without a bit of a hassle. It appears that the Recording Industry has started this new thing where they have this program set to autorun when you insert the disk into a PC. It tries to connect to the Internet to download their own CD Player (as if it's better) and probably launches some spyware while it's at it. Trying to cancel out of the process leads to a massive attack of error messages and with any luck at all you just might get to listen to the tracks through the Windows default player. But if you are like me and prefer Winamp, you'll be pissed that you can't just pop it in like before and have it immediately open up in Winamp! On top of that, if you try to browse the CD with Explorer you won't be able to find the CD Audio tracks. There is nothing there!
Perhaps it was a bit different for you, but I know a lot of the CD's being released today have this sh!t going on. It's why I like to copy all my CD tracks to the hard drive as mp3's. Then I can just play them whenever I want without the CD. But all this copy protection sh!t is making it harder to rip a CD.