Hey, I came across this problem too.. and hack... i found this thread without a solution.
Yet, I'm here to provide this solution:
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SIMPLE VERSION for u, Kate:
1. Turn on the CD player, and u see CODE
2. Press and hold DISP for 2 sec
3. Press 1 ten times, then u will know what u are going to do with the code.
And u can enter 0~9 in such way, trust me. I have a code with 9.
(make sure u watch the screen while doing it... press 2 several times too.. if u still don't get it.

)
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LONG VERSION:
It's from the CD player manual - "CD Tuner Operating Instruction" p.2.
(I got a ugly printed one)
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Security Coding
This Audio unit is protected by an electronic security system, which renders it inoperative if it is removed from the vechicle or the battery is disconnected. The unit will not operate again until the correct four digit Security Code is entered.
To enter the Security Code: (I know u are still reading this, Kate.. )
1. Turn the ignition to the accessory position.
2. Press the PWR button to turn the unit on.
3. Press the DISP button for 2 seconds to start Security Code input.
4. The Display indicates the four code digits and starts from 0000.
5. The Security Code digits can be incremented by pressing the Presest Memory buttons "1(3) 2(4) 3(5) 4(6)" respectively at 1 increment per each press of a button.
(don't think anyone can understand this junk.
In English, press 1 to change the 1st digit, press again til u got the number. Press 2 to change the 2nd digit, and so forth)
6. When all four numbers visible in the Display are correct, press the DISP again.
If the security Code entered matches thhhheeeeee faaaaccccctttttoooorrrryyyyyyy ......... ...... ....... zzzzzzzzz
(sorry, i felt slept... OF COURSE ITS DONE WHEN IT MATCHED..... )
If the security code is incorrect....... THE UNIT WILL BE SELF-DESTROYED IN 5 SECONDS.

RUN, boy, RUN !!! 5 4 3 2 1 ...
If u are doing this with your seat-belt on, the air bag may activate to protect your face, not your body nor leg.
Ehhh.. You know it won't do that ... do u ?
It just said u have to wait for 1 minutes to start again....
If u put it wrong again, 2 minutes penalty, again, 3 minutes.. until 16 minutes, u got 16 minutes wait every time u did it wrong.
(kinda stupid, but Honest, that's what it said.)
By the way... the possibility of enter it wrong for 16 times...
I wanna met u in person, remember to bring your wallet and cheques along (don't think u still have any ATM cards... )