To disable the risks of autorun worms and such little indescribably annoying critters, it is wise to disable the autorun (or autoplay, whatever you call it) function for specific drives on your computer. There are a couple of ways to do this manually, but touching your registry is not a wise idea if you don't really know what you're doing, and I personally have not tried the whole 'press the shift key while inserting the flash drive (or any other removable drive)' drill. And so the way to do it, I guess, is to download TweakUI, which is part of Microsoft PowerToys for Windows. It is a free over-in-a-blink download (look for it at the right side panel).
Run it, go to My Computer, click Autoplay, then click Drives, then uncheck the drives your PC usually assigns to removable drives.
If you're running on Linux, chances are nobody's hitting on your territory anyway, so Happy New Year na lang sayo.