You've probably noticed that for most CD's, when you plop them in the tray that Windows automatically starts to run them. This is pretty nice for audio CDs. However, it can be a little annoying to say the least if it brings up an installation program, when all you wanted was to browse the contents or use the CD Help for an already installed program.
When you insert a new CD, you can bypass the Autorun by holding down the Shift key while the CD is mounted and file system read. You only need to hold Shift at the point when Autorun would normally kick in, but you can't tell this usually so it's easiest to just hold key down from when you slide the tray in until the drive stops spinning (or the light stops flickering if you can't hear your drive).
If you want to permanently disable Autorun, then the process is a bit more involved. Right-click on My Computer and choose Properties. Select the Device Manager tab and click the + (plus sign) next to CD ROM. Select the CD-ROM drive you want to disable Autorun for (some people have more than one CD drive, and you'll have to distinguish them by model) and click on the Properties button. In the CD-ROM properties window that pops up, select the Settings tab and uncheck the Auto Insert Notification option. Click OK a couple of times and the computer will probably ask you to reboot before the settings take effect.
Unfortunately, Windows 2000 doesn't have a nice toggle to permanently disable autorun like Win 9x, you have to do a little registry editing instead. Run regedit and navigate to HKEY_LOCAL_MACHINE/SYSTEM/CurrentControlSet/Services/Cdrom and set the autorun value to 0 to disable autorun, or 1 to re-enable it. Since I don't have more than one CD-Rom drive, I'm not sure whether this is a global disable of autorun (for all your CD-Rom drives) or if their settings are managed on a drive by drive basis.