There are some variations on MP3s. My guess is that the ones that you can't burn are Variable Bit Rate MP3s - something that was added later.
If your software cannot understand the MP3s, you will have to convert them to WAVs (16bit, stereo, 44.1KHz) yourself.
You can do this using WinAmp (
www.winamp.com) which is free and has an option for outputting directly to disk rather than audio (look under options|preferences|Output).
Mark