Best option is to use some third-party burning software - - there are free ones for basic tasks like creating an Audio CD, with an easy "click to choose" user-interface:
Give Burnaware Free a try: http://www.burnaware.com/
You need to burn an "Audio CD", specifically. Not a regular data cd, regardless of the content. You will end up with having a CD with .cda files on the disk, which are only readable by audio cd players.
Best option is to use some third-party burning software - - there are free ones for basic tasks like creating an Audio CD, with an easy "click to choose" user-interface:
Give Burnaware Free a try: http://www.burnaware.com/