Just a thought, if it seems to have copied but you can't play it on your CD player or anything then it may have copied it as a data file (like any other computer file) rather than making it into an audio CD (like a music CD)...
If you put the disk in your computer and go to 'My Computer' and look at the contents of it does the file show up at all? If it does is it as a .WAV file or as an audio track? (if you're unsure of the difference put a normal music CD into the PC and look at how 'My Computer' shows that to see what I mean)
If it is copied as a data file you'll need to burn it again onto another CD. I think (not done it for a long time) that when you burn an audio file to CD using Windows it does give you the option of making the CD a data CD or a audio CD so you may want to check the options when you burnt it...
Alos, this may be obvious so appologies if it is, but I'm assuming you're using a fresh blank CD every time you try to burn? If not then I think you may have problems using the CD in a normal CD player as Windows does something 'clever' when you re-burn on a CD... I think, again it's a while since I've messed around with this kind of thing...
Hope some of that helps... :)
