Hello Everyone...........
 
                         how can I get a dvd-rom to turn on the auto run feature, if I put any "cd" into it, it will not auto start, I have to use the start-run thing, but it will not play dvd's, but it will show me what dvd it is, on the my computer screen, but will not play them...I think I got a bad (brand new) dvd rom.
Any suggestions  I am running XP-PRO

Go to My Computer.
Right click on DVD icon.
Click Properties.
And go to autoplay.
 
hope i help a little.

This happened to me as well.  Autoplay just wouldn't happen without manually firing it off.
 
Try downloading Tweak UI from Microsoft (free) and checking your Autoplay settings are correct.
 
Also found this website that has some handy tips.
Autorun