Anyone, feel free to correct any errors I make
Playing CD's requires that audio cable to be present between the drive and the soundcard. It's actually sending raw audio data, not regular data from the drive. There are work arounds (Digital Audio Extraction or DAE is the term) such as the plugin for xmms to do just that. I've heard that the 2.6 kernel also has a working DAE, but have yet to try it or see it.
Being able to play DVD's and hearing onboard sounds is completely seperate. DVD audio, IIRC is a form of mpeg audio, similar to mp3's. This data is actual data sent, not sound, and then decoded on the system, the drive just sends the data (1's and 0's). Same is to be said about onboard sound.
The best solution I can think of for you is to take the 30 seconds to RIP a cd to the HD (in mp3 format if space is limited) and play it, then just delete the files afterwards. It's a sad workaround, but should work nonetheless.
Cool