I carry a large camera bag stuffed with multiple bodies and large lenses. Only rarely is it opened. The laptop I do take out and put on a bin while TSA works on therapy for their laptop phobia. (anything that might be hidden under a laptop could as well be hidden under 20 lbs. of camera gear)

I'd leave the CD player in the bag. Transiting a TSA checkpoint is always pot-luck but hey, guns and knives make it through. I think you are safe with a CD player.