I think you accidentally checked the "Always do this" checkbox. Then there is no need to ask anymore.
See if http://www.microsoft.com/downloads/en/details.aspx?FamilyID=c680a7b6-e8fa-45c4-a171-1b389cfacdad or http://www.snapfiles.com/get/autoplayrepair.html can help you. If not, you'll need a manual registry edit, but I didn't research which one exactly. Please post back if none of these 2 programs work (start with the first).
Windows XP. The popup menu I used to get when inserting a CD -asking what I wanted to do-, is gone. How do I get it back?