Yes, I think there is a CD in the CD player, but it is a catch-22 situation, because I can't get the CD player to work and so I cannot get the CD out. Does anyone know how I can take the CD out?

About the number of times I have entered the code wrong, I read in the manual that if I keep the CD player turned on for an hour it should reset itself, and I should be able to enter the security code again. So that's what I will try first, before I go through the hassle to disconnect the battery. But not sure if this is the problem or it could be the jammed CD.