You didn't mention which CD burning program you are using. You
probably just copied the MP3 files and made a data disk instead of
setting the burning software to make an audio-only CD, which would
have made the software convert the files into the uncompressed
format CD players need.

If I did make data disk then what are the steps I need to take to burn a cd. I use Windows Media plaer to burn a cd. But I also have itunes and zune software.