When you insert a CD on Macintosh or Windows, the operating system can automatically launch a program on the CD, or play an audio CD by immediately running the player.

To disable the Auto-Run feature:

Macintosh

Open the Quicktime Settings control panel
Choose AutoPlay from the pop-up menu
Uncheck the Enable CD-ROM AutoPlay checkbox
Also uncheck the Enable Audio CD AutoPlay if you don't want your audio cds to play automatically

Windows

Right-click on the My Computer icon and from the menu choose Properties
Select the Device Manager tab
Open the CD-ROM section by double-clicking on it and select the entry for your CD-ROM
Click Properties, and then choose the Settings tab
Uncheck the Auto insert notification check box
Click OK, and then Close. Restart Windows for this change to take effect