I don't know about other people, but I really find it very annoying that when you plug in a flash drive in Windows, it opens that dialog box and asks you whether you want to open the content as a folder, load images, execute the autorun, etc. I prefer that it does nothing while I open the Windows Explorer and access it myself.
For regular Windows XP/Vista users, this functionality can be easily disabled using the Local Policy Manager as described in the following url:
For users of Windows XP Home, however, you will realize that there is no gpedit.msc. Since I'm trying to disable the autorun of my HP Mini (which has XP Home installed), I had to use another method using the Registry directly as described here: http://support.microsoft.com/kb/967715.
You have to set the bitmask for the drives that you want to disable this behavior from. In my case, I wanted to disable autorun on all unrecognized drives (0x81) and the USB drive (0x10). So the masked I used was 0x91. Worked like a charm.