Yes, CDJapan is your best be, I think outside of actually knowing someone in Japan to send them to you. One word of advice, if you decide to use a Visa/MC Check card to make the purchase, know that CDJ takes F O R E V E R to charge you for your purchase, meaning that you will have had the CD's for three months before the money is taken out - sending your account into overdraft if you aren't careful!!
So, if you order, keep the charge in mind until it clears on your bank statement.
Oh, and it may bill through NeoWing, which is what showed on mine. Still CDJ, but I guess foreign orders show as NEOWing??
Also, depending on where you live, you may have options.,,
If you live in California or New York/New Jersey, there should be either a JBC Bookstore that sells used books. A Kinokuniya that should be part of the Mitsuwa chain. Maybe a store called Book Off that usually sells a good amount of used Manga, books, DVD and CD's. (A very cool store that is all over Japan and began opening here)
You can also look for international versions like the ones that YesAsia carries.
Hope this helps.
Ant