People hear this most of the time from the top-notch programmers of their company’s IT departments.
Microsoft is not an exception.
For the longest time, the Autorun feature has been around, causing mayhem on normal people’s PCs by releasing malware like Conficker and Taga Lipa Are! viruses. People aware with the problem (namely, those top-notch programmers of your IT department) can resort to registry hacks in their Windows environments, but for the others, it’s been a done deal. Their PCs are infected.
Microsoft had insisted that this feature assists people in automatically installing device drivers. In my opinion, the benefits are far outweighed by the problems caused by this, as until now, annoying malware still stick up every now and then just because somebody accidentally double-clicked on their USB drive instead of right-click > Explore (which doesn’t run Autorun).
By this time, MS has released a patch for Windows XP machines to [finally] prevent Autorun from, well, running. People with newer OSs, like Windows 7, don’t have to go through the same pain though, since Autorun there is not on by default.