If you are using a U3 drive, it is possible for it to autorun just by plugging it in. Otherwise, you will have to actually tell it to autorun yourself. Either way, it is a good idea to have autorun disabled on all your machines to avoid anything that could be on a CD or U3 drive.
Here are instructions for how to disable:
http://antivirus.about.com/od/securityt ... utorun.htmAfter you do that, you should be safe.
Even after you do that make sure you right click and press explore for any type of media you suspect of containing malware, don't just double click!