One method which will work for pdf, html, ppt, etc as well as exe and com files.
Create your CD with the following file included: shellexecute.exe - located in compcenter \ user services.
Create your autorun.inf file and copy to the CD along with your data.
[autorun]
ShellExecute=START_HERE.pdf <- REPLACE WITH THE NAME OF THE FILE YOU WANT TO AUTORUN - e.g. boarddoc.pdf
icon=index.htm