Here is how u do it.
Go to "Run"-->type "Gpedit.msc"-->Computer Configuration-->Administrative Template-->System
Click on System on left side and on the right look for "Turn On Autorun/Turn Off Autorn" (according to ur current state).
Double click it.
After that I guess u can do it.
Now the fun is that if u go to User Configuration-->Administrative Template-->System and do exactly above, u'll find another "Turn On Autorun" again.
AND I FORGOT WHICH ONE TO USE. I guess it should be User Configuration as windows remembers settings according to user privileges.