You need to create a file named:
autorun.inf
Extract the file autorun.inf from the zip file above.
It must be in the root directory of the CD to work.
Open the file and replace program with the path of the program without
the drive letter.
Replace youricon with the path of the file containing the icon, again
leave off the drive letter.
For instance, if you have a program named start.exe located in a folder named autorun.
You would replace
OPEN=program
with
OPEN=autorun\start.exe
If you have an icon named icon.ico also located in the autorun folder.
You would replace
ICON=youricon
with
ICON=autorun\icon.ico