Below are instructions on how to cause MyCDplayer to be the program for 
the Win95 auto-start feature.  The auto-start feature must also be enabled 
from the Control Panel -> System -> Device Manager -> CDROM -> + -> 
drive -> Properties -> Settings ->  auto insert notification

From the Explorer main menu click View
Options
File Types
AudioCD
Edit
New
Action:  Play MyCDplayer
Application used to perform:  c:\Mycd\MyCD.exe /play shuffle
OK
Actions:  Select Play MyCDplayer
Set Default
Close
Scroll down and select CD Audio Track
Edit
New
Action:  Play MyCDplayer
Application used to perform:  c:\Mycd\MyCD.exe -play
OK
Actions:  Select Play MyCDplayer
Set Default
Close
Close

Note:  "shuffle" above is optional and may be replaced with "program" or 
left blank.