yep
under windows, most players read the cd (via the ide cable)
under redhat linux 9, the default player playes the cd on the cd-rom, and the audio travels down the analog cable to the sound card.
try mplayer (by far the best media player for linux)
or use grip to rip the tracks off the cd in mp3 form.
ALSO, have a look in the settings of the player, experiment selecting different audio codecs just in case.