I don't know how to deal with this thing with an American guy. But I would feel uncomfortable if I were your American colleague.

ask him about the title of CD and buy it on internet yourself, or find in local library. It's really uncomfortable to copy from his CD, you know. Some of them are really aware of copy right.

问他own他多少钱然后就给那个价钱就好了。。你如果觉得不好意思再送个小礼物以示感谢吧。。加消费好像很怪。。。

不用吧，同事之间不存在小费。就像楼上题的，表示感谢给个小礼物就可以拉，其实都是同事，口头感谢应该就好啦。