Auto Insert Notification
To enable or disable Auto insert notification for the CD-ROM, go to Control Panel / System and click the Device Manager tab. Locate the CD-ROM and click to highlight it, then click Properties. In the CD-ROM Properties dialog, click the settings tab, then check/uncheck the Auto insert notification check box under Options, and then click OK, and OK again in the System Properties dialog to save your changes.
In addition, if you are running Microsoft's Tweak UI, the Paranoia tab contains check boxes to selectively enable automatic playing of audio and data CDs.