This might sound like a far out suggestion, but try using iTunes for burning your mp3 disks. At least with iTunes you can arrange the songs as you please. Whether you arranged the playlist within LW or within iTunes. iTunes can burn cd's & dvd's. And it's free: http://www.apple.com/itunes/download/

But you'll need to copy the songs into iTunes music library before you can do that. For clues on this see How to transfer music to my iPod (& iTunes)