Go into the BIOS settup at boot, and verify that the CD drive is not listed as a boot device before the primary IDE drive.
Your BIOS may be looking for a boot sector that isn't there before going on to the next boot device.
At startup, there maybe some programs looking for items on the Cd drive.
This may also impact the opening of the my computer icon.
Clean out the files in the folder c:\windows\recent
If any of these shortcuts point to the cd drive, that is why windows is checking the cd drive at boot.
Also, type msconfig into the run box from the start menu.
click on the startup tab
If any of those programs reference the cd drive, that is also part of your problem.
Windows over time builds up a lot of bad and unneded links to programs and files.
There are 2 ways to take care of this.
The most thorough way is to format the hard drive, and re-install Windows. this will eliminate all of the registry bloat that has built-up over time.
The second is to use a registry cleaning utility. 2 that I have used are Norton WinDoctor, and Meijenix Fix-It.
Both do a reasonable job of clearing out the junk in the registry.