What is interesting is that I can listen to FM, which is mostly CD's and I don't get the ear pain I get from mine.
Leegum,
You need to give us more information.
What is the make up of your audio system.
Also what ics, speaker cables, and power cords are you using?
Tell us a little about the room your equipment is in.
As for listening to FM radio the average frequency response for FM broadcasting stations is around 50Hz to 15kHz. The highs are definitely rolled off.
Also as other have mentioned the dynamics of an FM is no where near that as a CDP.
Other factors that come into play with CD players, because they are digital, jmho is they are more susceptible to RF noise and that can contribute to harshness and edginess in the sound of the high frequencies.
If the power cord on the CDP is detachable try a shielded power cord and see if that helps.
You also might try placing a ferrite bead choke on the power cord of the CDP just at the point the power cord inters the case of the unit. This will dull the high frequencies and dynamics somewhat, but you may like what you hear. They are cheap. You can pick one up at Radio Shack.

