AMenu 1.1:
Website: http://www.net-burner.com/Products/AutoMenu.asp
Download: http://www.net-burner.com/Downloads/Setups/AMenu.zip

Publisher's Description: Now use Burn this program onto a Data CD along with the your other files and folders. When the resulting CD is loaded on a computer, it will pop up a menu that directs the user to choose from several options. Prior to burning, you can design the options, button colors. and form color by simply editing the text file called autorun.inf. You can use AMenu for CDs to launch programs, setup files, web sites, text files, MP3 files, Winamp m3u playlists, and more. 8 customizable buttons.

How to Extract: download the zip file and extract to a folder of your choice

Stealth: yes

EDIT: Screenshot



Lifehacker covered Install-It today, which gave me an error on Vista ("Component 'COMDLG32.OCX' or one of its dependencies not correctly registered: a file is missing or invalid") and prompted me to look for an alternative, so I found AMenu (listed as AutoMenu on Download.com).