What if you used some other program such as WinAmp or iTunes to play the CD? Do you still hear the same noise? If yes, off the top of my head, I'd say it sounds like some kind of anti-copying scheme. Music companies in the past have toyed with ways of encoding the music so that your average dedicated CD player will either ignore or filter out the excess noise, but if you try playing it on a computer, where you could potentially copy the songs to MP3 (you know, for that pesky fair use thing afforded in copyright law) you wind up with "artifacts" in the sound.
Short of hoping that the music companies wake up and stop shooting themselves in the foot by intentionally providing an inferior product (and they seem more willing to go bankrupt than change), I don't know that there's anything you can do... Legally.
Now if the odd sound goes away with some other playback program, then it could be just some Windows Media Player oddity.
Some (not all) of my CDs won't play correctly with my Windows Media Player 12/Windows 7/Dell.
Sounds like a background pulsing noise; yet these same CDs play with no problem on my home stereo.