Windows' AutoPlay and AutoRun is more of a nuisance than a feature. This "feature" has been best utilized by worm and virus writers for automatically triggering malware when a USB device is plugged in.
A few years ago, USB pen drives came with a little switch - flipping it would enable write-protect, allowing the user to only read data off the drives, much like the floppy disks of the past. However, newer USB pen drives have no write protect mechanism on them.
I highly recommend disabling Windows' AutoPlay and AutoRun for every computer. It is an entirely useless feature that Microsoft should have never created in the first place. The best way of disabling AutoPlay is through Microsoft's TweakUI Power Toy.
First, download TweakUI.
Run it and expand "My Computer" and "AutoPlay" from the tree on the left hand side. Select "Drives" and uncheck all drive letters from the view on the right hand side as shown in the screenshot below. Click on the image for a larger view:
Next, click on the "Types" setting on the left hand side, and uncheck Autoplay options for both CD/DVD drives and removable devices. The screenshot below shows how. Click on the image for a larger view:
That's it. To ensure everything is set, reboot the computer. I know, it's 2009, but Windows is still primitive in certain ways.