|Do other CDs work?|
Is there any attempt by the CDROM drive to access it when inserted?
Have you tried cleaning the CD and trying again?
Can you read its contents in windows explorer?
If you can then have you tried firing it up that way by manually clicking on the exe file that normally is invoked by autorun. If you do not understand what I mean by that, open the autorun.inf file (on the root directory of the CD) using notepad and you will see the name of the exe file in there that is meant to run when the CD is auto detected.
☺ When everything else fails, read the instructions.