Based on your description, we can explore some Remote Desktop Connection Settings and Media Player settings as follows:
1.Try enabling the Use local resources on remote computer option in the options for Remote Desktop Connection.
- Click the Options button before connecting to the remote computer
- Select the Local Resources tab.
- Enable the Use local resources on remote computers option
- Make sure the CD/DVD Drive checkbox under the Drive tab is selected.
2.Check the Windows Media Player Legacy autoplay settings.
- Open Windows Media Player Legacy ->Click the Tools menu, and then select Options.
- In the Options dialog box, click the Playback tab.
- In the AutoPlay section, select the AutoPlay when disc is inserted into the drive check box.
- Select the type of content you want to play automatically in the drop-down menu, such as Audio CD or Video DVD.
- Click the OK button to save the changes.
If the previous steps do not yield the desired results, you may want to consider using an alternative media player.