MS KB Article Q172078 has the info on how to do this.
support.microsoft.com

>I have an VB application (exe) on a CD-rom and I would like to run the main form automatically each time I load the CD-rom into the CD-rom drive on my computer (something like an installation wizard dialog box that automatically pops up when you laod the installation CD).
>Is it more of an O/S issue, do I need a seperate file that would trigger the application?
>can somebody help?
>
>thanks
>
>Slawek