It may be the CD is not closed. When you write stuff to a CD, you can leave it Open for more stuff to be written to it - or Close it, which makes it into a proper, standard CD-ROM.
You should find an option in the program to do the Close.
If there isn't, and the program doesn't install software to be able to read Open CD's then it's a pretty poor program - though I'm not familiar with it personally.
Nero is probably the most respected CD burning program - Nero Express which is a great, simplifed version, can be found anywhere for peanuts - does not have these problems. I can thoroughly recommend it.