I want however choose by myself which audio application it shall start.
How is this possible under GNOME Version 3.4.2?
OK, found it occasionally:
Right click on the top right menu just after your user name.
Select the menu entry 'System parameters' - 'Paramètres système'
'Removable medias' - 'Médias amovibles'
CD audio shows 'Kaffeine'. Just change it or remove it. E.g. choose 'GNOME MPlayer'. GNOME MPlayer will start, but the music won't play. You must manually activate 'read disk -> audio CD' in the File menu of MPlayer.
