You have to make sure that you are burning an "AUDIO" CD and not a "data"
CD, and you have to be sure to set your burning software to "close" the
disc at the end of the burn- no further tracks can be added later, or
similar wording, depending on which software you are using. And you must
use CD-R discs, not CD-RW.
Which burning software are you using? If Nero or Easy CD Creator came
with your PC or with your burner, use one of them.