Locks: lots of choices here
Get a lock for the coupler (that fits up in it), a lock for the coupler latch (that goes through the locking hole), and a locking pin that holds your hitch bar into the truck receiver.
Even at that someone can pull your trailer away when it isn't hooked to the tow vehicle with a coupla chains around the tongue. Look at the other thread for those wheel boots they put on cars for parking violations.
CD Player: Sony has changers that will work with the receiver. You can also get other changers that put their output into the antenna input.
From a space perspective, you could replace the radio with one that plays MP3s on CD-Rs, and rip your collection to them.
For an even smaller space perspective, no work and no hookup, you could rip all your CDs to an iPod, get an iTrip for it and broadcast to your existing radio. Can even use that in the tow vehicle.