It all depends on the player.
Some will play only a CD burned as an Audio CD .
That is basically a clone of a commercial CD .
Some will play a data CD with .mp3 files .
I don't think WMP will correctly burn that type CD.
If you must use WMP for doing the burn then convert the .mp3 files to .wav files & then burn as an Audio CD .Keep in mind this will only allow you to burn the amount of songs you would find on a commercial CD . Say 10 to 17 songs depending on the time length.