Disable autorun option on pen drive

1.Open registry editor in Windows (run the program regedt32.exe)
2.Go to the following registry subkey:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer

3.and then enter the value 149 (95 in hexadecimal) for the NoDriveTypeAutoRun subkey value.

{If you want to disable autorun for all kind of drives in your computer you can enter 255 (FF in hexadecimal) instead. But then will autorun for e.g. CDs and DVDs also be disabled.}

Or you can try this also
1.Go to start>> run>> type gpedit.msc
2.Select ‘computer configuration’ from the left tree and then go to >>administrative tempates>>system’.
3.In the right panel look for ‘Turn off Autoplay’, Double click on it and Select ‘enabled’ and then select ‘all drives’.