Isnt this a repeat?
http://www.vmware.com/community/thread.jspa?threadID=76466&tstart=0
I have used a CDROM with a thin client. I have one mounted to the VDI desktop session I am typing this email from.
cdrom<USB> Thin client <----Broker - RDP -
> VDI XP Desktop
So, is it possible? Yes, but It depends on how you go about it. In general, you are not going to find thin clients that say they support CDROM's unless it is interacting with an embedded OS locally and that is the users primary desktop. In that case IMO VDI is probably not for you and you might as well keep PC's.
You can cobble something together just as I have, too prove it works but I do not recommend you do that. It can be painful and I am not aware of a device provider thats going to support it. You also are not likely to find device combinations that BROADLY work together. It can also be a painful experience as you are moving ALL the data from the CDROM to the hosted desktop.
If a media station or filling station concept is not acceptable, you might want to consider sticking with PC's
