How do I get WMP to remember my last CD?

I am running WMP 11 on WinXP SP3. I have many CD's ripped to my harddrive
which show up in my Library. On my old computer, the WMP11 player would
"remember" which CD I played the previous day and that CD would show up
automatically in the Now Playing screen each morning. I liked that feature.
On my new computer, I have to go into the Library every morning and select
the CD I want to listen to. How do I make it "remember" the CD I played the
previous day so it shows up automatically in the Now Playing screen?

Thanks,
M Ridzon