I would start it... In a VM, behind some firewalls.
I'd do the same with an ISO, but not with a real CD.
come on people.. does anyone of you really read posts? I admit it's not the best name for such an "message in a bottle" game in a modern variant.. but.. hey..
What I think it is is: He sends out a CD (the bottle) which contains something bootable which is able to get an IP address via DHCP and then opens a TCP connection to his server which then creates a new database entry saying "Hey, User X got the CD".
That would be cool on nerdy way... but still, I wouldn't boot a CD from a stranger.