Please teach me something

Instruct me on the use of external DAC's . I understand what they are and what they do but I don't understand how to use them with a stand alone CDP .

Do you connect the ext. DAC to the analog out of a CDP thus doing the digital to analog thing twice ? Or do you connect to a CDP's digital out , if so equiped ? Many are not .

In the case of the former (connected to analog out) , wouldn't the CDP's DAC's alter the final outcome from the ext. DAC thus giving a different sound for each different CDP used with the same ext. DAC ?

Thank You .