Try this:
Go to the Start Menu, then Programs, then Settings, then Control Panel.
Find the 'System' icon towards the bottom, double click to open it.
Open the System Properties dialog box at the Device Manager tab.
Click the plus sign next to CDROM, right-click the device you want to use, and then click Properties.
Click the Settings tab.
Select the Auto insert notification check box.
close out of the System Properties dialog box.
Not sure if you have to restart Windows or not. If it doesn't work right after changing it, then try a restart.
hope that helps