If you don't have a choice about anything but an mp3 disk then that's your problem. Get a decent burner app like Nero or my prefered one which is Roxio Easy CD/DVD Creator. The 1st option above is from Roxio Easy CD Creator & the one below it is iTunes. Why not get iTunes? It's free:
http://www.apple.com/itunes/download/ (it also arranges all songs into Artist>Album so it's neatly organised & easy to create playlists to burn.