If you were having this problem only playing songs thru the LW player, I'd blame the player (it's horrible). But since the songs are bad when burned, I'd say the files are poor quality.

Go for a file with a higher bitrate...at least 192,(224 or 320 bitrates are even better). In theory, higher bitrate means better quality

Preview songs during download. That way, if a file sounds crappy, you can kill the download & look for something better!