you could also use an installer to put a key into the registry under HKEY_CURRENT_USER or HKEY_LOCAL_MACHINE. This would be a better way as most people hate when people put shortcuts in their startup folder cause thats always the last place to look as the "standard" is to use registry keys.
Check out
Inno Setup. It's free, and has many features like files installed through the net, (IE downloads the files as it goes ala. Windows Update), registry entry, Customizable setup types, (IE Full, Minimal, Custom) and so fourth.
hope this helps
***edit***
Just thought about your subject title and couldn't figure out which autorun you were referring to, so here's how to do autorun on a cd.
Open notepad (on windows XP go Start>all programs>accessories>notepad) and type in something like this:
[autorun]
open=*your program.exe*
icon=*your icon.ico*
Just make sure the paths are correct (IE if you put open=test.exe then both autorun.inf and test.exe must be in the same folder. or open=somefolder\test.exe must be in a folder named somefolder and test.exe must be inside that folder.) and that you don't use the * * that I put around the names. Once you have all your paths correct, save the file as autorun.inf and put it in your cd's top level directory. If the first answer was what you were looking for, ignore this answer and vise versa.
Phrozin
