All devices have autorun file.When you connect USB to your computer or play a dvd or cd, first autorun file gets executed. You have seen that window appears just after conecting any device asking for whether to open the drive or write something on it etc.What happens most attackers make program to change the definition of these files so as to work as virus.They can result in execution of another file without giving any information to you. So if you want to protect your computer ,I suggest to switch off your autorun option. You can do it as(in XP):
-click on---START->RUN. Type "gpedit.msc"
-you get a window.In that double click on COMPUTER CONFIGURATION.
-In that double click on ADMINISTRATIVE TEMPLATES.
-In that Single click on SYSTEM.
-on right side you get some list. Go for option "TURN OFF AUTOPLAY". double click on it to open a new window.
-check the enabled button and then from combo select ALL DRIVES.
Thats it ..you just make your system protected
it's working
appreciative work