Whappo - call me stupid, but I just spent 20 mins trying to locate my MP3 files in WMP. It's a pain, WMP doesn't seem to have a simple browse function. I always have trouble with it.
Michael - BeSweet works for me
In the meantime I have found another program called BurnAware which I downloaded and seems to do the job. I don't know if you've come across it. Only problem is it downloads with an AskCom toolbar, but I uinstalled that.