Yeah, I think PromisedPlanet has given the most likely scenario. If you have a lot of songs, it’s normal for Windows autoplay to take time while it goes through all the songs, and after it does that, Windows displays a popup screen asking you to play or open folders or do nothing. Just be patient and let that Windows process play out, it could take a minute or two, or even more if you don’t have USB 2.0.
If the searchlight goes on like that for a half hour, then you have some problem.
I’m also not sure what you mean by “choose the launch program.” Are you getting the autoplay popup and selecting “Play”? I wouldn’t think you want that because you’d be telling Windows to find a PC audio player app (like WMP) to play those songs on the PC. Instead, just tell it to do nothing, or open folders.