Yamaha DTXpress/DTXplorer/DTXtreme

Hi there, I am a new dtxpress owner and have a problem that is 
probably hilariously simple for you learned xpressers.
I want to play along with cds thru my headphones. I connected up the 
cd player as per the instructions but the volume is so low as to be 
ridiculous. I currently wear some inner ear phones and bigger phones 
on top which is hardly ideal.
A guitarist friend has suggested that a basic sound mixer would be the 
ideal solution ie plug drums and cd into the mixer and use one pair of 
headphones.I have seen what appear to be simple mixers on ebay but I 
would appreciate any advice anyone might have reference the problem 
and how to connect a mixer if that is the answer.
Regards Terry