A lot of CDs of pop and rock music sound terrible because the studios master them that way (deliberately or by indifference, I have no idea). This is evident when you hear the same music released by specialty houses that sound substantially better, which proves that a poor initial recording or degradation of the master tape was not the reason for the bad reissue. You cannot really cure this problem by manipulating the signal without introducing all sorts of other difficulties.
At best, you can do what others have suggested by looking at different cables, or try some other tweaks. One tweak that seems to add more body to the sound and make it less harsh sounding that almost no one mentions is inserting a line level transformer in the signal path. A one-to-one ratio transformer would do the trick. I know that purists/ideologues will scream, but, I am not the only one who likes some a lot of "iron" in the signal path (I own a linestage with input transformers and output transformers which feed an amp with complementary input transformers).