It seems to me that your disk drive is not capable of reading CD+g disks. I had exactly the same problem where I submitted this thread
http://forum.mtu.com/showthread.php?t=11169
If you click on the tools menu then from the drop down list click CD/DVD Drives you may be asked to remove any disks in drives, on pressing OK it should show any connected drives and in the column read Kara it would show yes or no. obviously if it shows no then that drive is incapable of reading CD+g disks. However as in my case it did show yes but I had the same symptoms as you. fortunately I had an external usb CD RW drive that also showed as read and that works properly. You may find if you go to the makers site for your CD player that there is an updated driver available then try this before purchasing an external hard drive. I'm sure some of the other forum members can recommend you an external drive that works but mine is no longer in the shops.