Best way to handle this ground loop

This might have been questioned a lot but I can’t find a proper answer for this: 
I have two components that form a ground loop together. Both my integrated amp and my cd player are grounded and they’re connected through RCA cables.
I did all sorts of things to try and prevent this ground loop (all power cables in one strip, tried different wall sockets, even different power circuits), but nothing helped except removing the ground plug from the cd player (or the amp of course). As I saw it, it now has one route to ground, right?
So my question is, did I do the right thing here? Can’t it damage the equipment like this? Or should I have taken an other route?
Are there for example RCA cables that break this ground loop also? Please advice..

+1 on the Ebtech

Or try an iso trans.
One thing for sure, "different" outlets create loops, never eliminate them.
Any ICs that break the loop also break the signal, with the probable exception of balanced.
I wish I could buy a HumX but I live in Europe and it’s not available here.
Not a problem. Cannot damage. No, there are no RCA without ground. 

Whether in Europe or US power is the same in that they all use redundant ground. The first ground is through the neutral wire that completes the circuit. The redundant ground is earth ground. Millions of homes here in the US are wired with the older single neutral ground. Not a problem. 

RCA cannot work without ground. The outside is ground, the inside hot, break either one and no circuit no sound. You did the right thing. There's more expensive solutions, highly recommended too by all the guys around here with money to burn. If that's you, go for it. Otherwise, relax, pat yourself on the back for finding a creative solution that cost almost nothing.
Would you trust MC over the President of Jensen Transformers with your life? His advice is morphing from unsound to unsafe. lol

Take a look at pages 6 and 7 in particular:

"In the professional audio and video fields, the cheater plug has been identified as a serious safety problem. Its casual use as a method for avoiding ground loops in analog audio and video signals (to eliminate hums and buzzes) is dangerous.Bill Whitlock, president of Jensen Transformers, writes, "never, ever use devices such as 3 to 2-prong AC plug adapters, a.k.a. ’ground lifters’, to solve a noise problem!" Whitlock relates how an electrical fault in one device that is connected to its electricity source through an ungrounded cheater plug will result in dangerous, high current flowing through audio or video cables. Whitlock notes that in 1997, consumer audio and video equipment electrocuted nine people."

Even PS Audio recommends using a HumX to safely lift a ground. They state "It is not recommended to run your equipment ungrounded, for safety reasons."

I wish I could buy a HumX but I live in Europe and it’s not available here.
If you can DIY, try the circuit below, use a 0,01uF 600V capacitor and two diode rated 15A 600V or higher:

For RCA cables, try a transformer like the Jensen:
The Jensen Iso-Max really does work. I used one a while ago between an amp and preamp. It's better than an isolation transformer which may colour the sound.

I don’t understand how you can get electrocuted if there is one straight point to ground. Of course I want to trust someone who wants to sell a product (Jensen) but it’s not that there’s a ground loop because I’m holding a guitar or touching a microphone.
I don’t understand how you can get electrocuted if there is one straight point to ground ...
Simple. If there is current flowing through the ground and you become part of that circuit you can be electrocuted.

The current doesn't know or care whether it's flowing through a hot wire, neutral, ground, or chassis. Lethal voltage is lethal regardless of how you contact it.
If there’s current escaping through the ground, it will blow a fuse and stop the current from flowing right?
Two devices connected by RCA cable. One has a ground lifted on its AC plug and the other doesn’t. If a fault occurs in the ground lifted device, the fault current flows through the signal cable to get to the grounded device. It’s very likely that the cable will melt and burn! Defeating safety grounding is both dangerous and illegal in many country!
As I said, the splitsecond there’s current leaking to ground, a fuse will be blown. That means no more current running through anything. 
A current of 50mA (barely enough to make a low wattage lamp even glow) is sufficient to send your heart into a state called ’ventricular fibrillation’, where the heart muscles are all working out of synchronisation with each other. Little or no blood is pumped, and you will die within about 3 minutes unless help is immediately at hand.

If ground pin is disconnected, for safety reason please at least use a GFCI adapter.
The GFCI will “sense” the difference in the amount of electricity flowing into the circuit to that flowing out, even in amounts of current as small as 4 or 5 milliamps. The GFCI reacts quickly (less than one-tenth of a second) to trip or shut off the circuit.
"...No, there are no RCA without ground..."

I use a product similar to this in my hum busting kit. They help isolate the problem.
... the splitsecond there’s current leaking to ground, a fuse will be blown.
Perhaps. But you do not want your body to be part of that electrical path.

FYI: It's called a "safety ground" for a reason.
Although hififan's link describes the different ways a ground fault can occur, he never states that there is a difference in ground potential; a different impedance between the earth grounds.

Never lift the ground.  Find the component that is causing the ground loop and either get it repaired (bad design) or replace it with something that actually is designed correctly.

It is quite simple to find out which component is causing the ground loop.

Connect only the amp to the speakers and turn the amp on.  Noise?  yes, it is either the speaker wires or the amp.  No noise?  then connect the pre-amp to the amp/speaker combination without inputs to the pre-amp.
Noise?  yes? then it is either the pre-amp or the interconnect wires from the pre-amp to the amp.
Connect a source to the pre-amp with interconnects.  Turn equipment on.  Noise?  yes/no?  you see where I'm going with this?

poorly designed electrical equipment that have poorly designed grounding system are rare non-a-days, because designers have learned over the years.  However, you might run into something that just has a bad ground design.  Or, interconnect cables that are poorly designed. 
Under no circumstance do you lift the ground on a piece of equipment.  The ground is there for a very important reason and in the event of a fault, current will seek the easiest path to ground and you, your family, pets, etc. may become that path.  
anyone telling you to lift the ground does not know what they are talking about.  Find the faulty equipment and either fix it or replace it.  

be safe and enjoy
Thanks for pointing out that a difference in ground potential; a different impedance between the earth grounds can occur ground fault.

However, disconnect safety ground from a device is like driving a car without buckle up your seatbelt...

Happy holidays and stay safe