Nice choice in head unit, that is an absolutely brilliant unit.
Your problem is odd. Make sure it is grounded properly that is the first thing. You can have a lot of senseless problems if it is not grounded correctly.
Make sure you are getting enough power to the unit. Measure the power output just before the headunit to check that it is correct. A CD uses more power then radio, so this might be the case but i highly doubt it. Also make sure you have decent cables and your fuse is in good shape.
Really, i personally think it sounds like a software problem. I assume you have read the manual in extreme detail. I had the same problem on my VDO unit, on that, whenever it happened i would punch the front of it and it would work(Of course you would never try this on your NAKAMICHI)
I would think it is some kind of weird option that is turned off/on in the menu.
Sorry i dont know much about your problem. Just a few basic things.
If it still doesnt work, You wil DEFFINATELY find the answer to your problem here......
http://www.caraudioaustralia.com/forums/index.php