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Its the same for mysql too...
:p

if its an installation file, save it in any folder and provide the path in ShellExecute command.

Now when u insert the cd both the installation files will be...

For this i believe you have the Tomcat installation file.

Now you have to create a autorun.ini file in notepad whose contents are:

[autorun]
shellexecute=e:\tomcat\tomcat.exe

save the file...