1) Add a new key under HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\ CurrentVersion\Explorer\AutoplayHandlers\Handlers\ to add additional program for AutoPlay option.
2) Under HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\ CurrentVersion\Explorer\AutoplayHandlers\EventHandlers\, add a REG_SZ key under the desire event. Make sure the name matches the key name created previously. The value is empty.
3) Control Panel -> AutoPlay, set the desire event to use the new AutoPlay option.
Done.