Its probably an internal problem that cant be fixed by yourself
I know you want to hear something like "well, obviously your internal circuit is fried, 10 $ replacement, takes 5 minutes to replace"
Sorry, its not like that...
you have some alternatives though
See if its covered under warranty
Send it to get repaired
Buy a new cd player alltogether
Unless its like a dirty disk or lens or maybe its just a picky radio
