IFTB,
Do make sure you are using CD-Rs and not CD-RWs. Most players, especially older ones will not play CD-RWs, even if the music is correctly burned on them.
Also, Sony is known for problems with certain colors on the bottom of CDs. Their Laser has trouble reading some colors. Do try different Name Brand CD-R Media and see if it makes a difference.
Take Care,
Richard
P.S. Did you try burning in WMP?