How to create autorun and setup files

I want to create a CD that when inserted it will open a particular file automatically with a Table of Contents. I've tried numerous times and when I insert the CD all I get is a list of files that are on the CD. What do I need to do? Can It be done?
A little more information

The CD that I want to create will only contain one Microsoft Excel file. I would like to insert the CD and be taken directly to the Excel file. The Excel file is named "wiyp.xlsm" (no quotes). It conains the TOC plus approximately 40 worksheets. I would like to open "sheet 1" (no quotes). I hope this better explains why I need help.