I want to know when I inserted the disk the window shows
The yellow triangle sign with problem shortcut and said
The drive or network connection that the shortcut 'CD Drive.lnk' refers to is unavailable.Make sure that the disk is properly inserted or the network resource is available, and then try again.
How can I do this problem?

I'm not sure what's going on but I think you should check you cd surface and make sure there is no dust or any small object are attach to it...

Take out the cd, wipe carefully, and reinsert..
If things don't work I think your cd is in a bad condition.. and cannot be use anymore...

When you look in 'My Computer' does your CD Drive icon show up there?
Sounds like you might have a problem with your CD Drive!