You should be able to just place it in the drive, and it should start playing.
Only pointer is, if you have Windows Media Player, etc to play it when CD's in, it may mess this up.
A good thing though is to press shift when you insert a cd, which stops the computer automatically reading it.
Then just press the Play button on the drive.
Some PSU's also have the functionality of allowing you to do this even when the computer isn't switched on.
Abit IP35 Pro / Q6600 G0 / Zalman 9700 / 8800GTS 640mb / 4x 2GB Corsair XMS / X-FI Xtreme M / 1x 1TB / Antec 900 / Logitech Z-5500 / Samsung 20inch