Parallels 5 starts DVD player

I've upgraded to Parallels 5 (build 5.0.9220) on my 2.1 GHz Core 2 Duo Macbook with 4GB RAM and running Snow Leopard 10.6.2.

Vista is on the only VM I've created and it works fine. The problem arises when I close Vista down and return to the Parallels Desktop. At this point, if I have a movie DVD in the drive, DVD player (or whatever I have set to play DVD's) starts up and plays the movie.

Parallels 4 never did this. Any ideas please?