First of all, you need to make sure the CD-ROM drive is mounted. Look in your Workbench partition for Storage/Dosdrivers. There should be an icon called CD0: - double click to mount CD0. (If you want to auto-mount the CD-ROM drive at startup, move the icon to Devs/Dosdrivers).
Well, at least that should be the easy way. In most cases you should change the device name in the Icon info (depending on which controller you have), otherwise it probably won't work.
So: do you have a SCSI or IDE drive, and what controller do you have?
