i had the same problem as yours with my sony dvd player.
i searched through the web for this problem and i found out that most dvd players cant read cd-r’s because of the dye that it uses (blue, gls, etc) and laser wavelength stuff. but i also read somewhere that if you use a cd-r with a silver dye, just like the commercial VCDs or audio CDs, it might work, but i havent tried this yet.
and most dvd players should be able to read cd-rw, like the dvd player models that we have.
but most 2nd generation dvd players should be able to read cd-r. (i think this is achieved by having 2 lens for the player, the other of which is for cd-r)
got this from cdrlabs.com:
Subject: [2-13] Can DVD players read CD-Rs?
The only discs that a DVD player is guaranteed to read are DVD discs. Support for CD-ROM, CD-R, and CD-RW may be included, but is by no means guaranteed.
CD-R was designed to be read by an infrared 780nm laser. DVD uses a visible red 635nm or 650nm laser, which aren’t reflected sufficiently by the organic dye polymers used in CD-R media. As a result, many DVD players can’t read CD-R media. Some DVD players come with two lasers so that they can read CD-R. For a technical discussion, see http://www2.osta.org/osta/html/cddvd/intro.html and http://www.emedialive.com/EM1998/bennett3.html.
CD-RW discs have a different formulation, and may work even on players that can’t handle CD-R media. If CD-R media doesn’t work, try copying the disc to CD-RW instead (assuming your recorder supports CD-RW).
Some DVD-ROM drives may be unable to read multisession discs. In general, though, DVD-ROM drives (as opposed to DVD players) are able to read CD-R media.
If the box doesn’t say that something is supported, assume that the feature isn’t. Look for the MultiRead or MultiPlay logos, which indicate that the DVD player or DVD-ROM drive can read CD-R and CD-RW.