Click on the check-box “Prepare for CD” before publishing on your computer. This will create the correct files to start up a CD containing your website. Simply burn the contents of the folder to which you publish your website onto a CD and your website will automatically launch when the CD is inserted (requires CD Auto start to be enabled on the computer, which is normally the case).
You must publish the contents – NOT the actual folder. If you look at your CD and you see only the folder containing the website, auto start cannot work. You must at least see a file called index.html (or whatever you have renamed your website to).