If you have the MP3 option enabled (which I'm guessing you do), you can only play MP3 CDs from the drive in the dash. The 6 disc changer will NOT play MP3 CDs. If that isn't the problem, take it into the dealer. I believe there is a SIB for that, but I'm not sure. Don't quote me on that.
2004 BMW M3 6MT - B&B TriFlow section 3|AP V2 headers|AST 4200|UUC EVO3 SSK with DSSR|ZHP knob|Orion V4|Matte Black kidney/side grills|19" VMR CSL reps|245/275 Continental ExtremeContact DW|Track stuff: 9" square style 67|275/35/18 Nitto NT01|Schroth Quick Fits|PFC 08 & 01 Pads
2014 VW GLI 6MT - APR stage 1 tune|CTS Turbo intake & 3" downpipe|ST coilovers