I tried just about everything to get CDDA working in WinCE games like this (I own the GD version) with no luck.
It needs to be hacked/patched on a game by game basis, requiring knowledge of DC WinCE and SH4 assembly probably, unlike the Katana games which have one identical piece of code (from the SDK library, no doubt) that can be universally hacked to enable CDDA playback from CD backups.
Bust a Move 4 is on MAME by the way