Using the File | Export | EXE (projector)... option, it is possible to save your Movie as a .exe file. When the .exe file is run, your Movie will be displayed without any need to for internet connection or browser programs. This format is ideal for CD distribution.
To make your CD start automatically, it is necessary to create an autorun.inf file. This file can be made in a text editor such as notepad.
The following discussion assumes your exported Movie is called "mymovie.exe". You can name your Movie anything, but you should edit the autorun.inf file appropriately.
Open notepad and type the following:
[AutoRun]
open=mymovie.exe
icon=mymovie.exe,0
Save the file as autorun.inf - If using notepad, you will have to select All files for the Save as type option.
If you have a CD burner and appropriate software installed on your system, you can then create the autostart CD by saving the autorun.inf and mymovie.exe to the root directory of the CD.
You must create the CD using Joliet or ISO9660 file systems. Do not use the Universal Disk Format file system. Universal Disk Format is used by Roxio Direct CD.
Note: Although CDs created using the ISO9660 file system can be read on Apple and other computers, the compiled projector file will not run as it is designed for the Windows operating system and Intel processors. You could save exported .htm and .swf files to the CD, which would allow your Movie to be viewed using a browser with the Flash Plugin installed. This would allow your Movie to be viewed on non-Windows systems
When the completed CD is inserted into the CD drive, the Movie should start playing automatically
source : swishmax help