I didn't hold shift. I threw in the CD, saw that none of my MP3 playing software could play the CD, so I browsed around all the options of my Windows media player until I discovered that you can bypass their little "block" by clicking on an arrow and selecting the drive containing the CD. There are two ways to do this, and one of them doesn't work. The obvious way, "access applications menue" doesn't work. It's the "quick access panel" that works.
From there I just ripped the MP3s onto my computer and now they're at my disposel.