I have the same car and same problem. I found my CD actually went in at an upward angle and fit into a gap above the components. I don't know if the CD is stuck inside the stereo or on top of it. I did put in another CD and it played just fine. I think it's funny that our new car just ate my wife's stupid Gretchin Wilson CD. The following web address has directions to easily remove your stock stereo in a 2005 Focus.
http://www.mp3car.com/vbulletin/car-audio/59291-radio-removal-2005-ford-focus.html
Keith, June 2007