Marshall MG10CD amp CD input question?

I have this little Marshall amp (http://www.guitarcenter.com/Marshall-MG10CD-Combo-Amp-101704062-i1145902.gc) and it has a "CD input and Emulated Line Out" function. What does this do? Someone on the GC page said they hook their MP3 player to it and play along with songs, but I'm scared to try this because my dad did something like this with his CD player when he played guitar and the amp literally blew up.......any help would be appreciated.