While at St. Noets I have created a CD with 22 tracks copied from my collection. I used Microsoft Media Player to create a 'Play List'. Then used a 'Screen Snatcher' to print the label for the CD. At first the CD would only play in the computer. The CD player rejected CD RW disk that I had used. Then I 'burnt' (recorded) a Write Once Read Many (WORM) CD which did play in the CD player.
Technical: The Audio files on a CD cannot be copied directly. WMP copies the data to a file on the computer then converts them back to record your selected tracks on the CD.