Once in the AutoPlay tab, click Select Action to Perform, then hit Restore Defaults, then click OK.
That should work.
If not, download TweakUI from Microsoft (assuming you are using XP! NOT Vista) and adjust autoplay functions for your drive with it. Download is on the right side of the page here: http://www.microsoft.com/windowsxp/Downloads/powertoys/Xppowertoys.mspx
Within TweakUI click My Computer-->AutoPlay-->Drives. Now put a check mark next to the drive letter of your dvd drive in the box on the right. Then look at Types. Make sure there is a check mark for Enable AutoPlay for CD and DVD Drives. Now hit OK.
That should enable AutoPlay for that drive.