If auto play is not enabled double click on My Computer then double click the CD Rom drive. If you receive an error at this point, be sure the CD Rom is seated properly in the drive. Try testing other CDs to ensure the drive works properly.
In the event that your CD-ROM drive cannot read the CD, you may want to reduce the buffer and optimization settings on your CD-ROM drive. To do this right click on My Computer. Select Properties, select the Performance tab, select the File System, and select CD-ROM. Decrease the Supplemental cache size and set the optimization to "no read-ahead."
If you feel that you have a damaged CD Rom contact the place of purchase for further instructions.