eclipse 54420, cd player issues

i finally hooked up my cd player. yes it is used, but for what i paid, i felt it was worth it! here's the problem. when im listening to the cd player, its like i can hear the signal or something. and when tracks change,its like you can hear that to. its really hard to explain the noise. i can turn the volume up and the noise will be drowned out but if i push mute the noise is still present. now when i turn the tuner on, no weird noise, except for alternator whine.(i dont her the alt thru the cd player). could i fix these issues by adding external amps or should i just shoot for another cd player? also in this car i had to buy an adapter to install an aftermarket hu, its called gmrc-04 (i think). the car has this cable that looks like it should be inside of a computer that has the power and signal cables all together. if i wire the cd player directly to the battery instead of using that cable, will that do anything to help the alternator whine?

anyone?