Most controllers will detect what type of drive (PIO mode, etc) is connected to the system, and configures the devices appropriately. For instance, if you hook a CDROM to a UDMA/100 controller, it will see that your cdrom is an ATA/33 device, and use that protocol to communicate with the device. It SHOULD be transparent to you. If you're having problems, try updating your motherboard's BIOS, or your controller's BIOS if available.
ATA/UDMA ratings only apply to hard drives, not to CD- or DVD-ROM drives. You can, however, enable DMA transfers for these drives on the Device Manager/Settings page, but that only allows direct transfer of data to the bus, by-passing the CPU. Strictly speaking, although the drives hook up to the IDE channel and cable, the interface is ATAPI. The drive runs at the same speed whether cabled to ATA-33, -66 or -100 channels.