Ichatela, read this FAQ.
How do I browse Multiple Locations for Audio and Video ?
Also, if you use the CFX skin I created here
Release: Proximo's CF style skins
all you need to do to switch to CD is from the Audio screen, click the "CD" button, then click "Load CD" and it should load all content of your CD (audio files and MP3s) into your playlist. Then if you want to switch back to your previous playlist before the CD, click "CD" again and click "Restore PL."