I understand what you are talking about, but I am not sure you can achieve what you want.
You can, of course, just select the same View option as you do in My Pictures on your hard disk, and then Explorer, (that's what My Pictures, My Documents, etc uses to display the files), will display them as you wish. But I believe what you are asking is for Explorer to 'remember' that setting for that particular CD, and that is the difficulty.
Because the disk is removable, and because any other CD can be inserted and the files explored by Explorer, the system cannot tell that the other CD (or CD's), is different to your Pictures CD, so Explorer reverts back to default.
However, there may be a way, but I have never tried it myself. Your My Pictures folder should have two hidden files, one called Desktop.ini, and the other called Thumbs.db.
Desktop.ini is used to tell Windows how to display a folder. For example, enabling Thumbnail view creates a desktop.ini file in that folder which amongst other things, tells Windows to add an extra item to the View menu for that folder. Desktop.ini files are also used when you customize folders, change their icons etc.
For a description of Thumbs.db, have a look at this web site. It describes how to disable the creation of Thumbs.db, but that is not relevant to you. The explanation is relevant though.
You can make these files visible by going to Tools, (in My Pictures, My Computer, etc), > Folder options, then the View tab. Scroll down and find "Hide protected operating system files (Recommended)", and remove the tick, then click Apply, OK. You will get a warning message from Windows, but that's OK.
Desktop.ini and Thumbs.db will appear in your My Pictures folder. In any new CD you could try to copy those files across with your pictures to the new CD and see if that makes Explorer display the files the way you want each time you insert the CD.
But adding those files to an existing CD may be a problem and I wouldn't want to suggest that. This is because the CD may now be a closed session, and adding new files to a CD that is closed may lose the ability to see the files already on there. In effect adding new files creates a new session, and removes the old. The files may still be there, but may be unaccessible. But that's a different discussion.
Remember to go back into Folder Options to re-add that tick to hide those files.
I hope that helps.
I hope I can easily explain this problem I have, but here goes! I have taken a series of pictures on different days and downloaded them into a folder in My Pictures. I need to put them in a sequence so I right clicked each picture and re-named it as follows: 001jpg, 002jpg and so on for 100 pictures. In view, I selected arrange icons by modified and all the pictures moved to the sequence I wanted. All is well and good until I copied the folder to a CD. All the pictures reverted to their original sequence instead of the sequence I put them in. How can I copy the folder with the pictures in the sequence I put them in? Whenever I open the picture file to look at that folder, they are always in the sequnce I put them in! Sorry for the long discussion!