The Cd player included in windows (c:\windows\cdplayer.exe) is quite good but if you want to make a track list of the music CDs you listen to, it's a tedious task entering the group, album -name and each song title which can be saved so that the next time you insert that music CD, it will recognize it and display all the details you entered (the information will be stored in a file called cdPlayer.ini in your windows directory)
The easier way do to this is to download the info from the CD database over the Internet. The CD player of windows isn't able to do this, but there a whole lotta other CD players or CD tools with this cddb feature. Such as CD-DA extractor or the free FullCD player. And it only takes a second or two for it to recognize the music CD and download their matching album name, song titles....