Windows explorer popup in XP

When using windows explorer and I put a data cd in to the cd rom a message box appears asking me what I want to do. It has options such as ‘never open’ or ‘always open’ and I always choose ‘never open’. This box is annoying as sometimes it appears when I am burning a cd and stops the burning process. I do not want this box to appear every time, I want to select the cd rom drive and open it that way. Does anyone know how to prevent this selection box from appearing? Thanks.