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Где-то примерно так:

Код:

Option Explicit

ScanCDROM
WScript.Quit 0

Sub ScanCDROM()
  Dim CheckDisk
  Dim fso
  Dim iDrive
  Dim WSShell
  Dim RetVal
    CheckDisk = False
    Set fso = CreateObject("Scripting.FileSystemObject")
    For Each iDrive in fso.Drives
      If iDrive.DriveType = 4 Then      
        If iDrive.IsReady Then
          CheckDisk = True
          If iDrive.VolumeName = "MY_DISK_2011" Then
            Set WSShell = CreateObject("WScript.Shell")
            WSShell.Run iDrive.Path & "\SETUP.EXE"
            Set WSShell = Nothing
            Set fso = Nothing
            Exit Sub
          End If    
        End If     
      End If
    Next
    If CheckDisk Then 
      RetVal = MsgBox("Вставьте MY_DISK_2011 и нажмите ОК", 65, "Сканирование CDROM")  
    Else
      RetVal = MsgBox("Вставьте диск в CD/DVD-привод и нажмите ОК", 65, "Сканирование CDROM")
    End If
    If Retval = 1 Then ScanCDROM
    Set fso = Nothing
End Sub