This includes basic coding (don't worry, it's all copy and paste). If you just want to learn how to make simple autorun files, just go straight to step 3.
Inspired by this instructable by marijnboz
You will Need:
-CD-R or CD-RW
Step 1: Get the App
Step 2: Extract the App
Step 3: Create the AutoRun File
...and of course replace the FILENAMEHERE.exe with the filename of the main executable.
Save the file as autorun.inf inside of the new folder you created.