You need to format the audio files properly, you can't burn a cd of mp3 or oog and have them play in all non-computer stereo. The redbook standard defines audio cd (http://en.wikipedia.org/wiki/Red_Book_%28CD_standard%29) which really means you need to burn cd-compatible .wav files on your cd.
Also some players are media sensitive and just won't play certain brand cd-r disks.
Bartender to Rene Descartes "have another beer?" Descartes: "I think not" and he vanished.