Ah, the WiMP. It figures.

If you have a CD burner it probably came with software from Nero, Roxio,
Sonic or somebody like that. Fiddle around with that software and it'll
probably do the job for you without complaining.

If you don't have such software on hand there is plenty of good free stuff out
there and plenty of people here who can help you find it.

As for playing music, why not get Winamp and use that instead?
It's much better than the WiMP at playing music and you might have fun with
the thousands of plugins and skins you can get for it.