Windows 7 - Make Autorun files in Windows 7

Hello forum,

I would like to know if it's possible to make autorun files in windows 7.
I've read a bit on the net and saw that some say it is not possible, but it must be; otherwise, how would hackers use autorun files in Windows 7?!

So, this is the situation that led to my search:

I had a game setup in my pen mixed with a lot of other important things for the installation. I wanted to make an autorun file that would do the following:

1- you plug the pen;
2- the program would start immediately (without autoplay).

Let's say the file is named "setup.exe".
I created the following autorun.inf:

[autorun]
open=setup.exe

It didn't work.. probably because I am using windows 7. So, how do I create this?

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Other question:

Imagine I use Windows XP. Also imagine I had the setup.exe file in this location:
F:/others/setup.exe

I wanted to create an autorun that would start the setup.exe as soon as I plugged the pen in. How would the autorun.inf be like?