it also depends a lot on the frontend. frodoplayer iirc is based off of winamp, so your gonna have to check winamp (locate the one in the frodoplayer directory) for the cd reader options. now centrafuse (which is my favorite btw

) is a custom setup, so i don't know.
also, check your system settings. if you have xp, you can have it set up to play all audio cd's in data mode regardless of the program thus eliminating the need for the audio cable, increasing skip-protection, etc..