Pad the bottom of the box with wadded-up blank newsprint or Styrofoam peanuts.
Place a stack of CDs in the middle of the box. If your box is big enough and you don’t have a lot of CDs, put your entire CD holder in the center – CDs and all. CDs can weigh a lot, so you’ll probably have to divide them into several boxes.
Fill in tightly all around and on top with peanuts or wadded paper so the CDs won’t jiggle.