Autorun or Autoplay are a part of the configuration of your Windows PC.
Although they are technically different, the two terms are often used interchangeably.
Essentially, using Autoplay, you can determine what actions you want your PC to take when a new removable device or drive is connected to your PC.
So, for example, you could configure Autoplay so that when you put a Music (audio) CD into your drive on your PC, the PC will automatically start up a music player program.
You could also say "when I put a DVD into the drive, start the DVD player software on my PC" etc.
If the drive which has been mounted on your PC contains mixed file types, Windows will usually respond with an "Autoplay Window", which is asking what you would like to do with the content on the new drive. Because there is a mixture of file types on the device, Windows cannot make a clear decision about what to do when it sees all the different file types.
Usually, you can close the window(s) which appear when you connect your Navigator to the PC.
You can also configure your PC to use Autorun / Autoplay differently depending on your requirements. The way you do this depends on the version of Windows.
Use Google Search to find out how to do it for your version of Windows.
Further information can be found on WikiPedia here: http://en.wikipedia.org/wiki/AutoRun