Am I understanding you correctly that you want the setup-file you have on your cd to run one you enter the disc? Then it's a simple matter, just create an empty .txt file, and rename it to Autorun.inf . Open it in notepad, and write the folloing lines in it:

[autorun] 
open=setupname.msi
icon=autorun.ico

Then save it and put it in the root directory of the disc, together with setupname.msi. If you'd rather have an application which creates this file, I suggest you use this one:

http://www.karenware.com/powertools/ptautorun.asp

i tried this with MSI file and it didn't work...
i think you need to convert it to EXE.

Just create a wrapper for the MSI, its just a one step(minute) solution.

Use this setup.exe for autorun.