Your CD on Amazon? Yes!
"Dude, how did you get Amazon to carry your CD?"
There's no secret to getting your CD sold through Amazon. Kevin Kelly wrote a step-by-step guide over at his Cool Tools website over a year ago. For US$30 a year plus a percentage of each sale, Amazon will stock and ship your CD through the Amazon Advantage program. All you need is a bar code, a bank account, and some patience. Make sure to review the rules for applying.
Alternatively, you can do what I did: stall long enough until someone sells a used copy of your CD through Amazon. Do a quick search for the title of your CD. If you find a listing, awesome! Sign up for a Marketplace Seller account (which is free) and start offering your CD as a "new and used" vendor. There's a little more work involved because you'll have to ship the CDs yourself (as well as adhere to Amazon's good-conduct rules). Here are the details on Amazon's Marketplace program.
Regardless of what approach you take, the benefits go well beyond just having another place to sell your CDs. Some people might be more comfortable buying your CD from a "known name" like Amazon than a roll-your-own shopping cart on your website, while Amazon features such as Rate This Item, Customer Reviews and Customers Also Bought... give your supporters a place to interact and attract similar customers to your CD.