I was also perplexed at the autoplay function. None of the regular windows settings would turn off this autoplay feature the way I could for Windows media player or the standard windows CD player. Usually you can disable this function by setting the file type atributes, but that doesn't work for MJ.
By doing a google search I found this registry modification for turning off "auto insert notification"
http://www.padus.com/support/manuals/350/html/02_Getting_started/06_System_setup_tips.htmGo to the above web page and you will find very explicit directions for your particular windows operating system.
I don't know much about registry editing but it was easy for me to do. And now MJ doesn't start automatically when I put a DC in the drive.
By the way this disables the autoinsert feature for any type of CD you put into your cd rom drive. Even software discs for new software that you buy. As a result you will need to start ALL of your discs manually by browsing to the drive and opening it. If you don't like that aspect of the fix you should stay with holding down the shift key.
Personally I think MJ should have an option switch to turn off the auto insert feature. This business of a program taking over my computer makes me angry. This is very reminiscent of Real Player...Which I will never again install in my computer. Leo Laport and Patric Norton feel the same way about programs that try to take over your computer. Thay give Real Player a bad rap just because of this issue.
Hope this helps,
Bob G.