I'd wanted this CD player for a long time.

Literal

I [topic-は] this CD player [subject-が] long want-was.

ずっと ('all along, throughout, continuously') with the past form 欲しかった expresses a long-standing desire that has continued. ずっと is one of the workhorse adverbs of Japanese — covers continuity in time, distance, and degree depending on context.