You are possibly burning M3u files. These are simply playlist files and they contain no music. You must burn the mp3 files.
Or... you must burn as an Audio CD. Possibly you are just using a CD to store/back the files up on.
One of these is probably what you are doing.
see:
http://www.gnutellaforums.com/showth...threadid=27006
Let us know if you still have problems.