You don't mount audio CDs (that one gets us all the first time
- use the KDE CD player or XMMS.
XMMS is wierd, look at the CD Player plugin in the preferences dialog. It'll have a directory where it'll super impose .cda files in the File Open dialog. Those files don't actually exist, the plugin just fakes them. You can then add them to the playlist. They'll normally appear wherever the normal CD mount point would be.
Using the KDE CD player is normally a better idea.