Numerous enhancements are possible, all involving attachments external to the player itself. (BTW: Audio Advisor has recently discontinued its relationship with Musical Fidelity).
(1) AC power conditioning: is your AC source filtered/conditioned? If not then an AC line conditioner can really help to clean up those nasties. A dedicated AC line can also help tremendously.
(2) Upgrade AC power cords: try experimenting with various upgrade cords, to improve tonality & again clean up the nasties. If the player has no IEC (has a captive cord) there is a spiral-shaped sliding device available from Audio Advisor that attaches to captive cords & somehow improves them, but I don't remember what it's called. Alternatively, you can install an IEC socket or have one installed so you can use upgrade AC cords. Do not underestimate the improvements available from an upgrade cord, even a relatively inexpensive one such as the JPS Digital AC can absolutely work wonders.
(3) Interconnects: the cables presently in use may not be the best matchup for your rig; experimentation in that respect is definitely in order. I have no specific suggestions but if you post up what you're presently using then there may be many cable suggestions forthcoming from other members (probably more suggestions than you can cope with). Check with Cable Company / Bob Cohen at www.fatwyre.com for cable rec's & trial cables (AC & Interconnects) avaiable at a modest cost which is then applicable to any eventual purchase.
(4) Isolation & Vibration control: do a search of the forum archives to discover the multitudes of tweaks available. Shelving, footers, cones, pods, & mass loading are all available for sonic tweaking.
(5) Kontact: are your system's cable connections clean? They may appear to be just fine, but try applying Kontact on a pipe cleaner to all of your rig's connections, carefully following directions & doing that critical second pass. You'll be amazed at the crud that comes off. This includes not only the signal interconnects, but your speaker cable connections & even AC plugs & sockets (be sure to disconnect power before sticking a pipe cleaner in an AC socket). Also be sure to burnish all of the AC plugs prongs to a shiny clean metal surface. I like crocus cloth best for this, available at better hardware stores. An ink eraser is usable too, or even toothpaste, but be sure to clean up agressively if you go that route (I do not recommend this). Follow up the burnishing with the Kontact treatment which is done last, not first. Other good contact cleaners are available too, but this is the one that many of us prefer.
(6) Refer to Galen Carol Audio's website for elaboration on some of the above tweaks as well as others. http://www.gcaudio.com/Archives/gcaarchives.html