This is good advice from ramani, although it doesn't work with all CD-ROM drives and CD-ROM drivers.
It doesn't work with the default driver loaded by Win98 (Microsoft 05-11-1998).
In Win98, you can enable this feature under Start-Settings-Control Panel-Multimedia-CD Music tab.
If the Digital Audio feature is greyed out then the feature is not supported by your CD-ROM drive or CD-ROM driver. If you can update your CD-ROM driver, you may be able to get this feature to work as long as it is supported by your CD-ROM drive.
If your CD-ROM drive supports this feature then it is supported by the default driver under Win2000/XP.
This works by converting the CD-Audio signal from analog to digital and sending it through the sound card.
CD-Audio analog signals do not require a sound card. The connection is just a pass-through to the speakers.
It may effect the headphone out connection on the front of your CD-ROM, since that is analog, but I'm not sure about that.
Hope this helps. Good luck.
John