First, you'll need to determine which type of input(s) the wireless headset transmitter has. Most common is the 3.5mm stereo plug designed to slip into the headphone jack of a TV, MP3 player, cell phone, etc. Some transmitters have adapters in the box to allow connecting to the Left and Right channel RCA / phono style jacks found on other components such as CD, DVD, VCR, Stereo receivers / amplifiers, etc.
You'll need to find OUTPUTS of the CD and TV that match the plug on the wireless headset transmitter. If yours doesn't include adapters to go from say the RCA jacks mentioned above - to whatever connector that the transmitter input has - you'll need to go to your local Radio Shack store or similar store to see if they can provide an adapter that will allow you to connect.
Here are a couple plugs / adapters:
Above: A "3.5mm stereo patch cable". Your transmitter may have a cable with an end like this to plug into the TV's headphone jack.
Above: A "3.5mm female stereo jack to RCA stereo male plug" adapter that would allow the top cable to connect to the Left and Right audio output jacks on a typical CD, DVD, etc. device.
These cables / adapters are typically $5 to $10 maximum.
I hope this helps and good luck!