Have had several cdrom drives attached to my A4000 without problems.
Think you be best of with a scsi cd rom drive and in my experience with a around 24 speed drive.
These ones make not to much noise and are reliable and fast.
But also the internal ide port of the motherboard can be used without problems.
That is if you use the atapi.device for cd-rom and zip etc..
You should also use a nice cdrom system like CacheCDFS.
Easy to set up and works all the time for scsi and ide drives.
succes!!