If your CDs are correct, they should show something like Track01.cda Track02.cda, etc. If you are showing shortcuts, maybe you aren't giving the program the correct file location of the files to be burned, or maybe there is a DRM issue involved. And as TimC said, the CD will show full, since it is finalized and no more writing is allowed.
Perhaps posting your NeroHistory log for one of your burn attempts would help. Make sure and edit out your serial number.
Also, exactly what procedure are you using to burn the CD, which utiliity and what options are you choosing?