A seperate program really isn't necessary. You can manually code an autorun.inf file for yourself in Notepad. Just type:
[autorun]
OPEN=YourFile.exe
and save it as autorun.inf. (you'll need to put it in quotes in the Save As box, or it will save as autorun.inf.txt).
A small word of caution: you can only autorun executable files, ie files with "*.exe" or "*.pif" extensions. You could run Internet Explorer and pass the file location as a parameter, but this would only work if people have said browser installed in the same directory.
Mind you, most people don't change where IE is installed, so it should work for most users
