How did you make the autorun CD? Did you use the PowerPoint 2003 Viewer?
If so, what version of PowerPoint are you using?
If you are using PowerPoint 2003, then use the Package for CD function.
You'll find it on the File menu. If will correct any links that might be
breaking and it creates a very nice package that just needs to be burned to
a CD.
If you are using PowerPoint 2002, then probably your links are breaking and
you'll have to correct them in PowerPoint and create another CD. See
http://www.rdpslides.com/pptfaq/FAQ00155.htm.
If you are using PowerPoint 2000 or 97, it could either be that you are
using the PowerPoint 2003 Viewer, which has a bug in it, or if you are using
the PowerPoint 97 Viewer, then your links are breaking. For the latter see
the link above.