Connect your CD player to a separate supply or straight to the battery (but be very careful not to short it out!). If the player turns on then it's not to blame - sounds unlikely to have two duff units anyway.
If you have a meter (a cheepo one is only a few quid from Maplin etc), then check for 12V at the wiring loom connector to the player (I've not looked, so I don't know if the ground is one of the pins in the connector or via the chassis). Wiggle the wiring around to see if comes and goes. If there's nothing there, go back to your fuse box and check there is a supply to the fuse and check the fuses continuity.
If that looks good, try and trace the wiring up to the dash and see if its worn through somewhere, although I would have expected the fuse to goes if that had happened.