well, now there are three possibilities.
one is that VMware isnt connected to your sound card
one is that you havent run alsaconf as root
one is that your missing codecs you need, but I doubt that would be an issue with cds
Run alsaconf as root.
make sure the cd and the sound card are both accessible by your virtual machine, and try that again
you can get the codecs here:
or choose another mirror under the CODECS section of this page
As far as what to do with the codecs, see if there is a readme file with instructins, but i just extracted mine to /usr/local/lib/codecs/ and stuff just started to work
I am running slackware 12, so that should work for you, but if not consult the docs.