Unblock applications running from CDROM drives

Then try this
1. Open 'Application and device control' policy in Symantec Endpoint Protection Manager.
2. Click on the device control tab.
3. Under the 'blocked devices' section click the ADD button and select the USB option.
4. Click the ADD button under "Excluded from Blocking" and select, one by one, all of the other devices that use USB that should not be blocked (eg: pointing devices, keyboard, cameras, joysticks, HDD, etc. )
5. Click Ok to save the changes and assign policy.
 In step 4 you can select cdrom

What is the exact policy you are using?
Block applications running from removable devices? 

You can try this document

How to block USB Thumb Drives and USB Hard Drives, but allow specific USB Drives in the Application and Device Control Policy in Symantec Endpoint Protection.

http://service1.symantec.com/support/ent-security.nsf/854fa02b4f5013678825731a007d06af/b54beb2f46268ccc882574e80052960f?OpenDocument

Removable device includes cdrom
Try the below doc
How to prevent programs from running by blocking the file extension types from removable drives. 

While creating the policy  select only removable device only (Do not select cd/dvd rom)
If this post helped you to solve your problem pls mark it as a solution, if not pls revert back..