Genie, there is an easy test for this: insert the CD into your computer's CD tray, invoke the very same player software you played your file with, and ask it to play the respective track from that CD, which it usually can. If this fails, your OS probably allows you to convert a track to a WAV file (which yields an absolutely identical copy of the digital data).

If it now sounds more like the original file, the problem is mainly due to the player software and audio hardware.

For further advice, please tell us what file formats and software you are using.