You need to make JetAudio your default player. Start JetAudio, click Preferences, then click File Type Associations.

Check the file types are you using (MP3, FLAC, etc.). Also check M3U and PLS as these are playlist formats used by OrangeCD. Press Update!, then press OK.

Then start OrangeCD Catalog, click menu View -> Preferences, switch to Media tab, and select "M3U playlist" in the drop-down box. Press OK.

This should do it, let me know how it worked.

Andrei