When you insert a CD, you can set iTunes to play it automatically or begin importing the songs into your music library.
To change what happens when you insert a CD:
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Choose Edit > Preferences.
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In the General pane, choose an option from the “When you insert a CD†pop-up menu.
If you plan to import a lot of CDs, choose “Import CD and Eject†to automatically eject each CD after all the songs on it are imported.