spaces and special characters are not directly recoginzed under linux as they are in winders...
the \ you see in the file name simply means the charatcher after it is not a "mistake"
So with that... there was nothing wrong with your cd... it just doesnt look as you think it should from the command line
Modern Jazz = Modern\ Jazz
so if you mounted the cd.. if you wanted to move to the modern jazz directory you would type this
cd /mnt/cdrom/Modern\ Jazz/