For your CD/DVD drive in XP;
1.Open Windows Explorer by pressing the Windows + "e" key.
2.Right-click the desired CD-ROM and select Properties from the menu.
3.Select the AutoPlay tab.
4.Select each item from the pulldown list and for the Action to perform, select "Take no action" to disable autorun, or pick the appropriate action to take if enabling autorun.
And for thumb drives/info obtained via google;
If you have a USB flash drive holding various Microsoft Windows XP files, you may want to configure the drive to automatically open Windows Explorer rather than display the AutoPlay dialog box.
You can select the Open Folder To View Files In Windows Explorer and select the Always Do The Selected Action check box but that only configures the flash drive for one file type. Here’s how to configure your flash drive to open Windows Explorer for all file types at the same time:
1.Insert your flash drive into the USB port.
2.When you see the AutoPlay dialog box, click Cancel.
3.Open My Computer, right-click your flash drive icon, and select Properties.
4.In the Properties dialog box, select the AutoPlay tab.
5.Perform the following steps for each item in the Content Type drop-down list:
a.Select an item in the Content Type drop-down list.
b.Choose Select An Action To Perform in the Actions panel.
c.Select the Open Folder To View Files In Windows Explorer action.
d.Click the Apply button.
6.Click OK to close the Properties dialog box.
Now use the Safely Remove Hardware feature to remove your flash drive — wait a moment and plug it back in. You’ll see the AutoPlay progress appear momentarily, and then you should see Windows Explorer open to show the contents of the flash drive.
Note: This tip is for both Windows XP Home and Professional.
Hope this gets things sorted for you