Реализация для MSVS 2005,2008,2010
Консольное приложение.

#include <iostream>
#include <Windows.h>
#include <mmsystem.h>
#include <tchar.h>
 
#pragma comment(lib, "WinMM.Lib")
using namespace std;
 
int main()
{
 MCI_OPEN_PARMS open;
 DWORD flags;

 ZeroMemory(&open, sizeof(MCI_OPEN_PARMS));

 open.lpstrDeviceType = (LPCWSTR) MCI_DEVTYPE_CD_AUDIO;
 open.lpstrElementName = _T("E:");

 flags = MCI_OPEN_TYPE | MCI_OPEN_TYPE_ID;

 if (!mciSendCommand(0, MCI_OPEN, flags, (DWORD) &open)) 
 {
 cout<<"We are opening CD...\n";
 mciSendCommand(open.wDeviceID, MCI_SET, MCI_SET_DOOR_OPEN, 0);
 Sleep(5000);
 cout<<"We are closing CD...\n";
 mciSendCommand(open.wDeviceID, MCI_SET, MCI_SET_DOOR_CLOSED, 0);
 mciSendCommand(open.wDeviceID, MCI_CLOSE, MCI_WAIT, 0);
 }
 else cout<<"Failed to entertain you\n";

 return 0;
}