The autorun is a simple two line text file that launches whatever file you specify as the executable. It is very simple to implement, however, this is a Window's specific feature and does not work on a Mac machine.
I do offer a CD service from my website using Demoshield Designer from Installshield.com (which requires no additional software on the client machine which is a benefit over using PowerPoint).
CD Portfolio Service
The company I work for is having me learn FlashMX so I can redo all of our company software product demos that launch from the web and get installed on our CD's. It requires some programming knowledge to use it, but it is a very cool program and I can't wait to see what I can do with it.