You don't say what OS you have, but assuming that you have Vista...go to start and then click Control Panel. After Control Panel opens, look down the left row of the page and pick %26quot;Play CDs or other media automatically%26quot; and you will get a page that gives you options on what to set to play CDs, DVDs, etc. Best to you...
PS. If you have xp as your OS, it is similar to the Vista method and you can access your media options simiarly...