You don't say what format the items on the CD are (ie, movie, pics etc) but as long as it isn't DVD-format then the following will work.

Pop the CD in the drive.

Open MY COMPUTER

Right-click the relevant CD-ROM icon and select EXPLORE - a new window will open showing files.

Hightlight all these files (or just the ones you want) and click EDIT on the top of the window, and select COPY

Go to a folder on your hard drive (like in My Documents for example) you want to put them in, and again click EDIT (in the new folder) and click PASTE.

The items will now copy to the new location