Cinepak was the video format used in many Saturn games, and the "cinepack.exe" player was initially a cpk player. It also has support for CAK files (dunno what are those) and ADX as well as ACX (a variant of adx).
The original page is here.
http://home.interlink.or.jp/~lcm/Lib/room1.html
CP100B26.LZH is the file you are looking for. It became the de facto standard for ADX players simply because it supports every variant of the format including looping, multi-adx files, and acx too.
The other tools there include a multi ADX splitter (CUTADX01.LZH), which will cut up adx files that have multiple songs in them. Cinepack will play all of them regardless, though.
DC_MPEG.LZH is a useful SFD to mpg converter to use with games using the CRI Sofdec video format (which is just a software mpeg playback bundle, but its middleware and is rather widespread especially for Dreamcast and other SEGA games).
MPLAYER.LZH is another ADX player, it's less hassle to set up then Cinepack and i found it to work simpler & better, however it does not support ADX files which contain multiple songs (which Cinepack can do if you enable the Header analysis, or alternatively you can use the above adx splitter, but its simpler to just use cinepack). This one however can open and play AFS files directly, which is a very handy feature.
Or I could recommend Foobar 2000 which is a media player with support for nearly everything audio related that exists, and that includes a basic, easy to use, non-hassle adx plugin. It can't play ACX but its doubtful you'll ever encounter those. The ADX plugin for foobar 2000 is as high standard as any other plugin for the player or as the core player itself, so you won't ever go wrong with it - and even if you do you can ask at the support forum, they usually fix bugs in even minutes.
