A couple of registry keys to check out then!!
Open up Regedit.exe and navigate to:-
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\services\cdrom
and in the right hand window make sure the Autorun REG_DWORD value is set to 0x00000001 (1).
Then navigate to:-
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
and in the right hand window check that the NoDriveTypeAutoRun REG_DWORD is set to the default 0x00000091 (145), OR, if you have a floppy drive the REG_DWORD is set to the default 0x00000095 (149)
If the NoDriveTypeAutoRun REG_DWORD is set to 0x000000FF (255) then that is definitely your problem. That setting disables AutoRun.
VMWare is known to change this and stores the setting in its own settings entries. Some drive emulation (virtual drives) software programs are also known to change this setting.