"Nothing happens"... do you hear the drive spinning? If you insert a disc and close the door, does the drive spin up and start scanning the disc?
If so, it's probably a video connection problem like Ratamahatta says.
On the other hand, if *literally* nothing happens, no CD drive activity or anything, try opening up the Saturn and reseating (unplugging, then plugging back in) the CD data and power connectors. Faulty connections here can cause the Saturn to appear "dead", so it's worth a go.
Mike