I would highly recommend "Signal Processing First" for anyone interested in getting started with Digital Signal Processing
Unfortunately the copy of the Indian Edition I have does not come with the CD, it comes with the license for using the CDROM and the cover mentions the CD, but the book did not have one.
What I like about the book is the simple use of mathematics to explain signal processing concepts. The book made me go back to my "S.L.Loney" trigonometry book. The book uses matlab to explain concepts, I am forced to use scilab as a cheaper alternative to matlab.
Overall, I find this to be the best Signal Processing book I have come across.