Did you check whether your DVD Writer can write these files/disks ?
there is a method to convert these disks to burn with other software, i can look into it if you need help eetc..
also check whether the dvd/cd player you are using can actually play yhese files (if it can't then all you will hear is the music - no lryics etc).
If your still stuck let me know what writer you have and also what you intend to play these disks on.