SOL if captive power cord?

Install an IEC socket-- piece of cake.

I've hard-wired (hard-soldered?) a better power cord onto an outboard sub amp / crossover with good success. Use good quality eutectic solder for the connections, take your time. If you don't know how to solder, the inside of your CD player is not the place to practice, but with a little repetition, you should be able to do it no sweat. Remember, good hot joints yield shiny smooth solder-- dull and grainy looking solder is BAD.

If you have to drill out the cable hole for a hard wired PC instead of an IEC it's no big deal, just don't use a regular bit. Use a step bit (Unibit) or in a pinch a hole chamfering bit (works great on thinner metals).

Neither will suddenly break through and jab the circuit board or lock up on the hole and sprain your wrist or make your CD player flop around.