If it is a simple problem , then I suspect that you have a loose connection in the wiring to the player that breaks down fully when turned to full volume or the lights are switched on. Have you been interfering with any of the wiring , in the dashboard or under the bonnet recently?
If not , make sure the unit is fully pushed in.(Or if you have the code, remove the unit fully from the dashboard, check the wiring and sockets, disconnect the battery for 5 minutes, replace then enter the code )
Failing that, then you will have to take it in to be checked.
RegWorts, June 2008