I am willing to bet anything that you need a new alternator.
Seeing as both your interior lights keep blowing and your new cd player blew, you almost certainly have a faulty voltage regulator in your alternator. When this fails, there is nothing to keep your car running at ~14 volts...in reality it can climb well over 20 volts unless you have absolutely every electrical system turned on, and even then it probably wont go below 18 volts. Voltages that high would cause the lights to burn out quickly and would fry pretty much any CD player.
Seeing as both your interior lights keep blowing and your new cd player blew, you almost certainly have a faulty voltage regulator in your alternator. When this fails, there is nothing to keep your car running at ~14 volts...in reality it can climb well over 20 volts unless you have absolutely every electrical system turned on, and even then it probably wont go below 18 volts. Voltages that high would cause the lights to burn out quickly and would fry pretty much any CD player.