Hi Sarah!
Funny, I had something similar happen to me last night - but solved it by going to the system preferences and rechecking things. For "when you insert Blank CD" - select "open finder". However, from what you've said, you may have that setting already correct. A couple of postings at the Apple discussion mention similar problems. One suggestion:
http://discussions.info.apple.com/WebX?14@....16@.3bc0a0ad/1And if you want to try deleting the preferences, go to: user/(you)/Library/Preferences/com.apple.digihub.plist and trash that. You could also try trashing the com.apple.finder.plist, though you may have to reset a bunch of finder related preferences afterwards (or just drag it to the desktop and restart the finder - if it isn't cured with a new set, put the old one back and save yourself the bother of redoing everything).
I'd try the preference trashing first - then if that doesn't work, the steps described in the Apple discussion posting.
I continue to be somewhat suspicious of that new Mac of yours...particularly as John's has exhibited none of this screwy behavior. You still haven't erased your HD and reinstalled X, have you?