The only portable I know of with a built in CD-ROM drive is Toshiba's
T6600C/CDV. At 19.3 lbs and $9,499 it may not be the notebook you're looking
for. Anyway, it's quite an impressive machine for doing MM demonstrations on.
I assume that most of today's notebooks can handle a portable CD-ROM drive such
as NEC's, which can be hooked up through the parallel port, but I haven't tried
it myself.
Let me know if you find something intriguing out there.
P.S. Dolch makes some powerful portables as well.