In order to launch BSplayer from a cd you need two files:
1) BSplay.exe
2) bsrendv2.dll
All you have to do is copy the above files into the root of the cd.
By the way, which autorun program do you use? :P
P.S. If you had used HW BSplayer Autorun Maker, you wouldn't have that kind of problem because it writes the necessary files (+ skin) into a folder and all that you have to do is to burn that folder!!