If you're thinking of a basic 5 or 6 CD changer, you're always going to have this problem: the random feature won't always work. the player will occasionally only shuffle between 2 or 3 CDs, and not the whole 5 or 6.
I've had 3 changers, and they all did this, a Parasound, a Sony and an Onkyo. The only thing that would help was to unplug it from the wall for a few minutes.