It'll shut (either with the 'close' button, or a gentle nudge), but immediately opens again. Turning the CD power off the moment it's shut is the only way.
It's a Sony CDP-M26, part of a Sony Compact Hi-Fi Stereo System XO-D301CD. I don't know how old it is (I'm the 2nd owner). It's worked fine up to now, apart from one refusal to play a disk, solved by a disk-cleaner (can't get one to stay in now, of course!)

Hilary James, April 2006

Thanks for your far from st*pid suggestion, Chad. I tried quickly holding the tray shut with my finger, held it until a little whirring sound finished, then it stayed shut unaided and the CD played fine. The tray now stays shut when it's meant to. It's a mystery to me, but it worked!

tsgunnell - thanks for your posting, which I've only just seen (I haven't been here for a month or two). I'll try it if the tray goes funny again, and might have a look anyway if I can without damaging it. Dust is a distinct possibility in my home. I wonder if the above brute-force method might have dislodged some dirt on the leaf switch!

Hilary James, June 2006

the problem is probally the leaf switch the contacts may be dirty or the switch is not being opened or closed by tray .the leaf switch can be identfied by a couple of wires connected to it . see if repositioning or retension of the switch helps

tsgunnell, April 2006

Here is a stupid solution, but here goes:

Get some cellotape and attach some on the disc lid and the other end of the tape should be stuck on the bottom. When you want to play or eject a CD, simply remove the disc lid end of the tape and insert or remove a your disc. (I have done this before with my broken CD Player

Chad Bronson, April 2006