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GameFAQs (Sega CD)
http://www.gamefaqs.com/console/segacd/data/8601.html
Provides information, guides, cheats, reviews, and a message board.
Sonic CD (PC)
http://www.gamespot.com/pc/action/soniccd/
Information, screenshots, cheats, and a review.
Wikipedia
http://en.wikipedia.org/wiki/Sonic_the_Hedgehog_CD
An article about the game, with a list of levels.