[Suicide Junkie]

1) Right click on my computer, select properties.
2) Go to the device manager tab
3) Find your CD drive (should be at the top of the list, under the CDROM Category)
4) Press Properties
5) Go to the settings tab.
6) Clicky the "Auto Insert Notification" checkbox as you like, then hit OK to save the change.

This will make it so windows won't pop up and do stuff as soon as you put a disk in. I use a shortcut on my desktop (in quick launch bar beside start) in case I actually do want to run whatever's on the CD.