Newbie - Standalone.exe Wont' Autorun

I exported my project as a standalone.exe and checked the options to generate autorun for cd and the full screen. After burning the CD, I've put the CD in drive and nothing happens. If I try to click on the cd rom drive, it asks me what program should Windows use to open it.

Here is the content of the autorun.inf file:
[autorun]
open=file.exe
icon=file.exe,0

I have tried burning this on more than one machine where autorun works with other CD's.

Any ideas or suggestions?

Thanks, Hollie