What software are you using to create the CD? I use Roxio after I have converted or downloaded the mp3 files, then I create the CD uning the "Music CD" settings not the MP3 settings. This works fine for most CD players (I did run across a CD player in a car that would not play a burned CD - had to be commercial only!).
I believe most CD players use the .wav format for their music.
Hope this helps. :-)
