The real question is which has a better volume control, the cd player or the preamp(taking into consideration the extra connections of a preamp). You don't want to use both for volume control, so you want to find out which is best. Find out what volume level on the cd player defaults to the preamp(there is a level where the volume control on the cd player is removed from the circuit) and then try that versus running the cd player directly to the amp. The worst case is to run the volume off both the cd player and the preamp, so pick one and stick with it.
Tim
Tim