Retrace your steps. Try to think of where you last were and work backwards. If you were working in the garage, for instance, you may have taken the CDs there to listen to then while you cleaned the car.
Encourage your mind to wander. Rather than focusing on your lost CDs, think about other things -- the football game tomorrow, what you are going to make for lunch -- and sometimes the brain "clicks" and remembers topics you aren't concentrating on.
Check to see if the CDs are where they are supposed to be. Sometimes you think things are lost when, in fact, they are exactly where they are usually kept. You may have filed the CDs in a slightly different order than you normally do. In this case they may appear "lost."
Make sure something -- such as a newspaper or a sweater -- isn't covering the CDs. You may have accidentally left a magazine on top of the CDs when you went to answer the telephone.
Scrutinize the immediate vicinity. Sometimes CDs can wander. Check the immediate area in case the items were misplaced and left in the second drawer, rather than the first where you usually put them.
Look in un-obvious places. Once you have looked in the obvious places -- like your CD player and the computer -- and not found the CDs, start to check the un-obvious ones, such as under the bed or in the bathroom cabinet. It could be that you accidentally set the CDs down and wandered off and forgot where they were.