TweakUI is a very useful little utility and covers autoplay of data and music CDs with a little tick box (if I remember correctly) turning it on or off. Unfortunately you haven't mentioned which version of Windows you are using so if its XP then click here Unfortunately, I have been unable to locate the download site for other versions of Windows (98 etc)
You second problem, about Explorer not updating its view, can be resolved I believe by clicking View>Refresh. Sometimes F5 will also refresh.
Hope this helps in some way.