If you're burning from iTunes, set your burning prefs to "audio CD." You can get there under the iTunes menu at the top->preferences->advanced->select burning tab. From there, select the radio button to burn as "audio CD."
In general, I'd burn the CDs as "AIFF". That's what you get when you do it as above in iTunes. BTW, because the files in mp3 CDs are compressed, the AIFF files are much larger files, so you won't get nearly as many songs on the CD. It'll be like a store bought CD--about 15 songs or so, give or take based on the length of the song, file size, etc. The mp3 CDs hold many more songs, but as you see, won't play on all players. HTH.
