how can i Burn a CD-ROM or DVD ?so that when i will put the cd/dvd to read then it should ask for a password to open that cd/dvd.Whether i have to download some software for that?If so plz give the link for that.

I have not found any free products that can achieve this, but there are a number of paid products that can do this:

http://www.dekart.com/howto/howto_disk_encryption/encrypt_flash_drive_cd_dvd/
http://www.rtsecurity.com/products/windefender/
http://shareit1.element-5.de/programs.html?productid=102046&languageid=1

Your other option is simply Zipping up the files to a passworded zip file then putting them on the disk.

yaa,i can do it by zipping also.Thanks.