Windows auto-play moves past annoyance into downright dangerous when it auto-installs a virus or trojan horse on your computer from an infected thumb drive or CD. The best way to turn off auto-play is with TweakIU, a free Windows XP addon provided by Microsoft. For detailed instructions, read Ask Leo.
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Feldman, Barbara. "How to Disable Windows Auto-Play." Surfnetkids. Feldman Publishing. 25 Mar. 2008. Web. 20 Nov. 2014. <http://www.surfnetkids.com/tech/299/how-to-disable-windows-auto-play/ >.