First reset the Saturn while playing, go to the CD Control Panel (the one with the back of a spaceship flying forwards), select Track 2 then click on PLAY/PAUSE and listen to the track.
You will hear a woman speaking in Japanese telling you that you are trying to play a SEGA Saturn disc on a normal audio CD player.
Approximately translated as "This is a SEGA Saturn disc and it is for use only on a Saturn unit. Please stop this disc, now.".
