Perhaps the first time when the autoplay started and asked you about what action to perform u selected no action and checked the box on the bottom right of the window. So now xp does no action. Click right on the CD/DVDrom icon, properties and autoplay.There u can select whatever action xp will perform when a cd is inserted, depending on the type of data on it. Or if you want, just check the "prompt me each time" option on the buttom of the window and it will ask u each time (can be quite annoying after some time).
Romania is a beautiful country, unfortunately it's inhabited.
An easy way to turn off CD Autoplay permanently is to
1) Log in as a user with admin. privileges
2) Go to Start Menu -> Choose Run -> type in gpedit.msc and hit OK
3) Under Computer Configuration on the left hand side, expand the 'Administrative Templates' folder
4) Highlight the 'System' folder, then go to the right hand side of the application, and double click on the 3rd item from the bottom that says "Turn off Auto Play"
5) Choose "Enable"