This has been happening to my 08 Speed3. I normally don't use the cd player, so it could have been like this for a long time (my Zune broke and it was sent back for warranty work, so I've been using the CD player lately). But CDs are constantly getting stuck. I haven't taken it to the dealer yet out of laziness.
What I've done in the mean time, is use a pen that clicks. I use these, cause they're pointy enough to fit slightly in the slot, but still flat at the end to hit the cd squarely. I just push in and out with the pen, not forcing it, but going with the motion of the CD as it tries to come out. Eventually it comes out.