I started by cutting the CD's apart.
Turn your blow dryer on which ever setting you feel most comfortable with (low takes longer, obviously, but high gives off the distinct smell of melting plastic) and hold it to the CD until you feel the CD start to soften. At this point you should cut it. I found that cutting the CD's into strips made them easier to use.

You'll notice in the pictures above that some of the CD pieces appear in two distinct colours.
Heat the strips with your blow dryer and pick the upper and lower layers apart. You may need to use scissors for this, but you'll probably only need your finger nails.

Once you have all your CD pieces take a piece of chalk and draw whichever symbol you've chosen to use onto your record.

I used white glue because of its glossy affect. I also thought that the 'strings' from a glue gun might look bad.
Glue the CD pieces onto the record in whichever way you feel comfortable.
Don't forget to cover up your chalk outline.