Well, I use XP Home, but I imagine this part is the same.
1) you should have the option, when it gives you that pop up windown, of choosing "Take no action" and then checking the "Always perform the selected action" box. That shoudl make so it never asks again.
2) if that doesn't work, you can go into My Computer, right click on the drive whose settings you want to change, Properties, and then go to the "Autoplay" tab. Change settings from there should fix use of that drive, then you can repeat for any other drives.