Vista - problem in running exe files from CD drive

I'm using windows vista home premium. I cannot run .exe files from my CD drive. when i trying to run .exe file. i'm getting this error
"Windows cannot access the specified device,path or file.you may not have the appropriate permissions to access the item."
I loged in as administrator. but i can execute .exe files from other folders.I'm having this problem for past 2 months. pls give me solution for this problem.

One thing that may be happening here is that depending on what the .exe is trying to do it may be trying to create a file in the same folder that it is running in. If a program attepts this on a non writable medium such as a CD it will produce this generic error message. if you copy the .exe to the hard drive does this then run?