Windows and Mac have different systems for autorun, so you'd most likely have to author a hybrid CD (ISO9660/Joliet and HFS/HFS+) in order to have autorun happen on both types of operating systems.
Still, Mac OS X would have to support some kind of autorun technology, and from the things I've read, autorun is not possible under Mac OS X (it's a security risk). Mac OS 9 is the last operating system for Mac that supported autorun, I believe.