"Nothing happens"... do you hear the drive spinning? If you insert a disc and close the door, does the drive spin up and start scanning the disc?
If so, it's probably a video connection problem like Ratamahatta says.
On the other hand, if *literally* nothing happens, no CD drive activity or anything, try opening up the Saturn and reseating (unplugging, then plugging back in) the CD data and power connectors. Faulty connections here can cause the Saturn to appear "dead", so it's worth a go.
i turn it on, the little green light comes on, the disc does spin but it doesn't make the sound its supposed to make when the disc begins loading or whatever. the tv screen goes black like its going to work but then nothing ever happens. for a while, before it went completely out, i could turn it on and off until it felt like working but eventually it quit altogether. i tried a different cable from an older saturn and the exact same thing happens.