when burning you have to select create music cd, make sure you didn't click data cd...
i have never had a problem with playing copied cd's and i normally buy the cheap ones the store has on offer!
playing copied dvd's is a different matter, many dvd players are 'picky' about the ones they allow to play. The PS2 is a perfect example!
I find the best software for cd/dvd editing, creating is Nero...
Click here for Nero 6
I think nero 7 might be out now though