Welcome to the discussions
betatryck.
The CD should appear on your desktop. If it doesn't, go to the
Finder menu and select
Preferences.... In the window that comes up, click
General, and tick the
CDs, DVDs and iPods box. That should make the CD appear.
Alternatively, if you open any folder, you should see your CD listed in the panel on the left hand side of the folder window. [Edit: I see you have OS X 10.3. This might only be a feature in Tiger (OS X 10.4), I can't remember]