Do you have some sort of installation and testing check list? Then put 'GET THE DAMN CD BACK!' on the bottom.
Include the cost of the CD as part of your standard service charge. Before you start installation, tell the customer they're eligible for a discount if they remind you to retrieve it.
Have them test with their music. As a customer, I've always been more concerned about how my favorite CD (or VHS cassette, or DVD, or 8-track, or cassette, or vinyl) sounded than whatever you (or the guys at the electronics store) want to demonstrate.
You've got screwdrivers, crimpers, connectors, adapters, speaker wire; etc. Put the empty CD case in your tool box, then don't remove the box until the job is finished. The empty case will be staring at you when you close it.
Buy a bunch of cheap blank CDs, have someone pull down something from the public domain, and have him or her burn a ton of them.
Dude, I don't do this for a living and I've come up with half a dozen ways to remember this. This is no different from a computer technician remembering to remove the CD from a client's computer when he's done installing software. Oh, wait; there's one minor difference. If your client drives off with a music CD, you're out maybe $12. If a computer owner walks out with a Windows 7 CD still in the drive, the service tech is out $250 or more. Gods forbid it should be AutoCAD or something else that will cost thousands to replace.
Don't blame the RIAA, your customers, or anyone else; part of your job is to keep up with your tools.
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