Are you using HAL or VL-Hot to manage your removable media?
If you are using HAL, it *should* auto mount your data CD's when inserted. But to be safe, try this in a terminal as root
You should see your mounted filesystems there. Cd's normally mount to /mnt/cdrom.. or /media/<CD_LABEL> if handled by HAL. If you do not see either of these in the output, then try this
mount /dev/cdrom /mnt/cdrom
If you get no errors, try navigating to /mnt/cdrom and see if your cd's contents are in there..
if you get errors, post them here.