|1. Start > Right Click on "My Computer" and Select Manage.|
In the Window that comes up select "Disk Management" and check if your CD shows up in there.
Has it got a drive letter allocated?
Is it being masked by another device using the same drive letter?
2. Start > Right Click on "My Computer" and Select Properties
In the window that pops up click on the "Hardware" tab and select "Device Manager"
Does it show an entry for "DVD/CD-ROM drives"?
If it does expand it (click on the + sign) does it show your device?
☺ When everything else fails, read the instructions.