autorun.inf
Autorun.inf is a file that Windows checks when a CD is inserted. It looks like this:
[autorun]
OPEN=cdrun.exe
When Windows finds an autorun.inf file on a CD, it will look for the OPEN= line and launch any program it finds referenced there. Autorun.inf has to be located in the top-level folder of a CD to work (not a in a subfolder).