This item will randomly appear throughout some stages in Super Smash Bros. Brawl. It will let you access the music you found and you can choose to play it at a certain stage or change the likelihood of that song being played at a certain stage. CDs are harder to get on large stages such as New Pork City and 75m since they disappear quickly. You can also get CDs by unlocking them by completing a challenge or from an Orange Cube in The Subspace Emissary. They are very rare items. Once you have all random CDs none will appear again.