If you're not afraid of checking group policies, do the following (assuming you're using XP Pro - maybe home has this as well).
Start - Run - gpedit.msc - OK
goto Administrative Templates under Computer Configuration, then System
Within that set of policies, you'll see the following:
Turn off Autoplay
If it is enabled, you should set it to not configured or disabled, that should resolve your issue if it's the cause of it.