Between portable music players like the Archos players and iAudio series, CDs are all but obsolete. If you're moving your CDs to your harddrive, you need an application to import (or "rip") the music.
Launch Sound Juicer from the Activities Overview (search for "sound"). Go to the Edit menu and select Preferences.
At the bottom of the preferences window, set your preferred file format. By default, the free file formats are available; these will work well on Linux and most non-Apple and non-Microsoft devices. If your music files are destined for vendor-specific devices, however, you should choose AAC or mp3.
Click the Close button to save your preferences, and now you may rip music:
Encoding audio is a somewhat intensive processes for a computer, so this will take a little time. But when it's finished, you'll have a movie file that you can play without the pesky CD. You'll find the ripped music in your Music folder.