How can I record a high-quality sound, preferably digital, with a portable device but not an MD player?

I need to record sound separately for a video, because the video camera that I have doesn't have an external mic support, and my voice recorder records at 32kbps WMA. I need something of a higher quality, but would prefer not to carry around a laptop. I have an external boom mic, and just need a means to record it. Are there any cheap CD players that can record directly onto a CD or other devices that can record high-quality sound?