The first version of Stuxnet (Stuxnet-A), uses a special "autorun.inf", that has an executable at the beginning of the file (which the autorun.inf parser skips). After the executable the "proper" information for the autorun.inf add another "Open" option for the rightclick menu. Selecting this will execute the content of autorun.inf (the malware). read about it here
The second version (Stuxnet-B or Stuxnet!lnk), uses the zero-day .lnk file vulnerability
, that will automatically execute the content, when you browse the content of the USB stick.
See the links for more detail - it's quite fascinating (also from a technical perspective).