I believe to do that you make a file named "autorun.inf" on the CD, and insert the following via whatever text editor you use :
If my mind serves me Windows searches for that file upon CD being inserted, and then takes orders from there on what to do next.
[autorun] open=ThisFolder\ThatFolder\BlitzGame.exe icon=ThisFolder\ThatFolder\BlitzGame.exe
If my mind serves me Windows searches for that file upon CD being inserted, and then takes orders from there on what to do next.