Unless you have an audio cable running from your CD drive in the sound card, you will not hear any sound using cdcontrol. All cdcontrol does is starts the drive and it streams the audio directly to the sound card through the audio cable.
It would seem you don't have an audio cable, so if you want to listen to CDs on your computer, you will need to use a program capable of digital audio extraction. Programs that I use that can do this: Amarok and XMMS. KsCD cannot do this (since you use KDE).
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