The CD Changer in the console (under the armrest) is a factory option. If you go to places like
http://www.handaaccessories.com/ and look up the accessories for a 1999, they have the instructions on how to install the unit.
It may be that you have a connection loose, or perhaps a bad fuse (?). Checking the installation instructions, you might be able to check all the wiring and backtrack on the installation to see if there is something obvious.
You might also search through:
http://forum.ecoustics.com/bbs/messages/4/76562.html
Maybe you have a CD out of place? If so, you'll probably need to remove the unit, take off the outer case and figure out how get the cartridge out....
Good luck...Glen