How to make a CD AutoRun?

Hello,
I am trying to make a demo CD that I created autorun on a computer. To give you some background information the name of the file I need to run is called demo.exe and it is on the root directory of the CD. So… I have seen a few web sites that say to make a file called Autorun.inf and make it do this:
[autorun]
OPEN=DEMO.EXE

This does not work at all. Anyone who gives me the easiest way to do it will inherit these points. Explain it in English, please.. 🙂
Thanks,
Eddie