Get rid of noexec
Automounting CD's, thumb drives etc is nice isn't it? Except for the fact that you can't figure out why you can't run any executables you saved on there right? If you type "mount" on the command line and you see the option "noexec" listed for your device, then you've found your problem. However, how do you get rid of "noexec"?
Take a look at /usr/share/hal/scripts/hal-system-storage-mount and search for "noexec". On my gentoo machine it's on line 201. Get rid of it and you're life will get a whole lot easier.