A little more info required, 9545. Which Operating System are you using? Which burning software are you using? How exactly are you trying to burn the files to CD? What kind of files are they? What is the make and model of your rewriter? Other than Windows Media Player, does W.M Player mean anything to you e.g. is it the name of your rewriter? Is your rewriter detected in your burning software?
Bet you're nearly sorry you asked now, 9545.