Errrr...that's a little bit impossible if I get it right. AutoPlay menu creators create menus that run inside Windows or other OS. Booting from a CD is different than running an exe files since basically exe files are Windows binary files. I don't know too many apps that create bootable disks the way you want it to (although I'm also looking for a good one) but you can try at
PenDrive Linux (ignore the name, it has some interesting Windows apps) or you can try
XBoot .This will allow you to add not only Windows disks but Linux and diagnostic tools as well.
This also seams to be a good app. Unfortunatelly, you cannot add a menu created with a autoplay menu creator. The menu will simply be a list you can select from using Up/Down. It's the best a bootloader can give you. But in some cases you can change the background. Oh,
here's another one.