Yes, you can. Nearly all churches have facilities for playing CDs, so you can simply deliver them to the church prior to the funeral and let the Minister/Celebrant know your wishes. West Herts Crematorium, Chilterns Crematorium and a number of others have a system where music is downloaded by them in preparation for your funeral service, obviating the need for CDs. For funerals at these crematoria, your minister/celebrant will book the music online in advance of the service.