Are you running other applications while the burning is being done? If yes, try burning without running anything else.
If no joy with the above, it's possible there's a problem with WMP's inbuilt burner itself. To check if this may be the case, try another burning program. Here's a free one: Ashampoo Burning Studio (ABS) click here (with a few others to choose from at click here). Open ABS & choose: Burn or Rip Music > Create an Audio CD.
If you're player is capable of playing an MP3 CD, then create an MP3 disk. Open ABS & choose: Burn or Rip Music > Create an MP3....Disc. This method will hold considerably more tracks (up to 150-200 depending on the compression level) when compared to an Audio CD, which holds only 80 minutes worth or ~20 tracks. G