There are a couple of things that could be wrong with it. The most common are a failed laser, it could just be really dirty so grab a cheap CD lens cleaner (it's just a CD with some dust brushes on it.).
The other usual problem is the drive motor for the laser. CD's are read from the inside-out and a little motor moves the laser from the middle of the dis to the outwards side. When a CD player displays the 'check disc' message, it can mean that this motor is broken and the player won't identify the disc in the machine because the laser can't be moved to the beginning of the disc to read it's track information (located in the inner most section).
If you're playing discs that aren't scratched and are the right type (ie. CD's and MP3's at the right sample rate ...usually 128 is safest).
The stacker mechanism could be stuffed as well stopping the CD from being loaded onto the platter properly .... some are reliable - some aren't.
Jason, January 2008