You will need to burn two files onto your CD-ROM to make it automatically open to a given file in Windows. The first file is AUTORUN.INF. Open this file in a text editor and replace start.html with the name of the file you wish to have the CD automatically open (don't forget to include the file extention and any paths if your files are in folders)

[autorun]
open=winopen \start.html

The second file you need is winopen.exe. You do not need to modify this file at all.