Let's say I want to add Nero Express to this list.
How do I do so? I searched on google with no result.
Looks like there's no setting for that built into Windows, but you can use a third party app:http://www.vista4beginners.com/Add-custom-...-Vista-AutoPlay
That's for Vista, but maybe it might work with Windows 7 too.
There are also registry changes that can be made to add programs to AutoPlay. Which version of Windows? XP, Vista, 7?
It's Vista Home Premium. However, I have Win 7 Ultimate which I haven't installed yet.