If you still want to stay with CDRWin, there is info at karaoke playground. Seems that some burners can rip/burn individual tracks and copy whole discs and have CD+G work properly.
Then there are some burners that can copy whole discs, but cannot burn or extract individual tracks. It has something to do with subcode area on a CD+G track where the graphics are stored. I haven't seen the thread in awhile, but the forum for CD+G is here:
Click on: " Converting/Burning MP3+G "
Also in the FAQ at Goldenhawk is a list of CD+G compatable burners.
Hit the FAQ button.
I don't think the list is completely accurate, it doesn't show my Plex 708. or my old Yamaha burner, which both copy whole discs, and rip/burn individual CD+G tracks.
If you post your question at karaoke playground, the "Regulars" there are very helpful and have a "Ton" of information about the CD+G specification.
Hope this helps,