For a customer we created a software which will be installed at about 350 USB sticks. Now we want that this .exe is automatically executed when the stick is plugged into the
For Windows 7 and later only optical drives can specify auto run tasks. Indeed earlier versions of Windows can be patched to behave the same way. This change was made in response to the Conficker worm.
So your goal simply cannot be achieved. You will need to instruct users to explore the memory stick and run a specific program manually.