You must have encountered that whenever you insert Pendrive or CD in your CD ROM an Autoplay POP up comes.This is the feature of windows that depending on type of contents it provides a list of options saying what do you want windows to do.

Certain people feel this annoying so you can disable this Autoplay feature using gpedit, Group Policy editor.Type gpedit.msc in START-> RUN box.Group Policy window will appear go to
Computer Configuration->Administrative Templates->System.

In list of settings there is a setting called Turn Off Autoplay .Double click it select radio button Enabled.

Select CD-ROM Drives or All Drives from dropdown according to your requirement and apply.

The same setting can be found under User Configuration but setting under Computer configuration preceds over the setting under User configuration.