Two possibilities - firstly, have you made sure that the "burnt" file(s) was successfully "closed" when created? Sometimes a CD reader will not be able to "see" a file which is still "open".
Secondly, there may be a compatibility problem. Can you read any "burnt" discs on your drive? Try and create a CD on a friend's CDW and see if you can read that. Either way, contact the manufacturer of your drive to see if there are any known problems.
Sorry, can't offer any more at this stage.