I thought it would be good if CDs and USB sticks would play on insertion(Banshee), but on insertion it now plays whenever there is any music on the stick or disc.
It is better when it asked to play. Where do I make this setting?
If you are using Unity you can just click on System Settings >> Details. Look at default applications and/or removable media. Select "Do nothing" or "Ask what to do" to stop auto-starting of the selected default application.