Did you make sure that your mp3s are in wav format? If not then he you have to convert them to .wav format before making audio disk (even if some windows apps do that for you, do that manually). Make sure your files are in wav.. there are plenty free converters around.
Install this http://cdburnerxp.se/
It might not be visually as nice or with as many options... but it works like charm and its truly free ((dont have to pay for extra features.. or whatever))
Another thing,... DVD burner is not the same as CD burner. Also if you burned your DVD/CD okay... your CD player might not be able to read them if media is not right. Might be worth checking your cd/dvds in a different device((or try to play them from computer... and see if it works))