ok pal, seems you are confused. you did tell us that u are a n00b.
amp (short for amplifiers) is an electronic circuit which amplifies the audio. you cannot just "find" it. in common man's term, it is the "box" to which the unpowered speakers are connected. if you haf powered speakers (which will most probably not be the case for cd players), then you can directly connect the stereo jack on the green audio out on ur comp. if they are unpowered you cannot directly connect the speakers, they hafta be connected thru the amplifier to ur computer or any other device hafing audio out. this is because, there is something called impedence matching. ok, lets not get deep into it.
rite, lets start from scratch. here's a step by step procedure for connecting a 2.1 or a pseudo 4.1 (which mirrors front channels) to ur computer.
1. get to the "box" to which ur speakers are connected. DO NOT remove the speaker connections!!!
2. locate an audio in on the "box" similiar to the one shown in the pic below (note than in the picture the connector is shown as audio out, you should haf audio in on the "box")
*www.graphics.ed.ac.uk/gmrc/howto/plainhtm/VideoEditingPC_files/image005.jpg
this type of connector is called as a female rca connector.
if ur amp doesn't haf it, then locate audio in which is similar to the connector on ur motherboad. this connector is called 3.5mm dia phone/stereo connector.
if ur amp doesn't haf any audio in, then you are outta luck!
3. now get a cable according to the type of connector u haf as shown below:
for rca connectors get this:
*www.new-line.nl/webshop/cat/fl303.jpg
(the white and red connectors are called rca connectors)
for stereo connector get this:
*www.ripvinyl.com/c1.jpg
both sides haf same kinda connector.
4. for rca type, plug in the rca connectors to the audio/line/aux IN on the "box" to which speakers are connected, and the smaller single connector to the audio/line/speaker out (green) on ur mobo.
for stereo to stereo, it doesn't matter wot end goes where.
5. power up the "box".
6. now select the appropriate mode in ur "box" (ie if u haf connected the rca/stereo jack to aux put "box" in aux mode, if it is line in put it in line in mode, et al. there will usually be buttons for selecting this)
7. now adjust the audio setting in the mixer on ur comp (volume/bass/treble/balance etc) and play something. accordingly adjust the setting on ur "box".
this method is sure to work on most amps hafing rca/stereo in in 2.1 or pseudo 4.1 mode. if ur amp is a 5.1 or above channel, you will probably need to get an spdif connector (mini-dins will also do). get back if u haf any problems.