or go to My Computer & double click-
right click on the CD drive - Properties - and on the Auto play tab check each of the settings - or set it to always Ask you.

That's how mine is set up, because I have 3 different photo programs each does a few things better than the other so I can pick the one that I need.

I did do a nice photo CD with Picasa 2 yrs ago - I like the way the photos can be adjusted in it, really simple to use.
And free from google.
http://picasa.google.com/

easy import to it's free web album too.