I've never had a CD shatter in a drive before, but I think it might be possible under certain weird conditions. I've had one crack while inside a drive. Not a small crack either, but a clean, through the CD crack.
I would guess the cause is poor quality drives *and* poor quality CDs.
Britney Spears for example. :-]
A tip is definitely to find out how noisy a drive is before buying. Ask people, read up on forums, etc. DVD drives especially can be very loud or almost silent. Apart from the annoying loudness, if it's making that much noise it's got to be doing *something* wrong or not quite right at least.
