spike , I'm not sure if I've picked you up right. I'm guessing you mean that when you insert a CD into your drive , it automatically opens with , for example , Windows Media Player. If so , try this :

Click on start > "my computer" > right click on your CD/DVD drive > properties > autoplay tab. In the drop down box highlight "music CD" then place a tick in the box "select an action to perform" and highlight "take no action". Click apply > OK.
You would need to go through the same procedure for each content type ie DVD , pictures etc etc.