In PClinuxOS it depends on (a) whether you have the basic .81a version or (b) whether you have updated the kernel and used synaptic to bring the software up to date.
With the basic .81a version, run Konqueror and click on the Devices tab on the left. Your CDROM should be available to click on and browse.
With the updated version, Konqueror 3.4 no longer supports "Devices" so click on the Red Flag (Services) then Storage Media. You should see the CD Rom appear.
Assuming you have brought your PCLinuxOS install up to date, you can make it easier. Go into KDE Control Centre > LookNFeel > Behaviour > Device Icons. Click "Show Device Icons". In the list check everything apart from Hard Disc Drives (Mounted and Unmounted). Now whenever you plug in a storage device, an Icon will pop up on the Desktop, mounted. You will have the option to unmount it (Safely Remove) so that, should you save something to, say, a USB Key, you can ensure write behind before unplugging it.
With CDs it is better still, as putting in a Data CD/DVD will bring up the mounted icon, an audio CD will fetch up KsCD, a DVD/SVCD/VCD will fetch up the appropriate player, and a blank CD/DVD will start K3B.
The problem with this version of PCLOS is that several upgrades have taken place during its life, and you have to change a few bits and pieces as you go along, when 0.9 comes out, expect all this to work as standard.
Asus Asus M2N32 WS Pro+Athlon AM2/4200+ â€” GeForce 7600GT â€” 2Gb Cosair VS RAM â€” 500Gb WD5000AAKS SATA Drive â€” PCLinuxOS