http://www.fatchucks.com/z3.cd.html - it might be a CD which contains audio, but it is NOT a valid audio CD.
Various protection methods are used, from the one that can be beaten merely by holding the SHIFT key on insertion, to those which are heavily drive/software dependent.
If all else fails, play it through to line-in from an external player and re-record, if you're MP3-ing at "portable" size, the loss of absolute digital precision should not make much difference.