in the Cd burning software, look for an option to create musical CD. If you're burning a Data Cd and just dragging WAV files to the cd, the stock unit will not recognise this format.
as mentioned previously, the CD tracks are in CDA format, which the normal cd players will recognise. if you choose the 'create musical CD' option, it will automatically put it in the correct format.
most programs will even allow you to drag mp3s and convert them to the correct format without converting to WAV first
see how u go.
or, you can just upgrade to an aftermarket head unit which can play MP3's and just burn the cd as a Data disk