The easiest way to burn a data cd is to use the operating system. Place all
tracks in a single folder. Select all files in the folder and right click.
Select send to your burner drive. Go to your burner drive using Windows
Explorer or click the balloon that should open. Select the burn option from
the left panel. Follow instructions.
I would not use WMP to do the burn but that is my preference. I believe that
it transfers you the operating system anyway.