Autorun basically means starting of applications automatically in your computer. The most common scenario is when you insert DVD or CD  and the movie starts playing or at least gives you an interface which you can use to play. However many a times it is seen that malicious programs take advantage of this to start them selves off.
If you have a good anti-virus it can detect such threat or if you press shift immediately after inserting the media disc the auto-run do not start of itself but doing it all the time isn’t possible all the time. For this using Auto-run Kicker is a good idea.
This application doesn’t allow anything to start any program or application by itself from CD/DVD, Hard Disk and Network Drives ( This is a good option ). You can either set an alert for autoruns or you can completely disable auto-run on your computer. Download Autorun Kicker