Thanks, fireberd. Here are the audio capabilities of the player:
CD (CD-DA) (Regular CD Disc)
CD-R (Music [CD-DA], DivX, MP3, JPEG)
CD-RW (Music [CD-DA], DivX, MP3, JPEG)
Apparently it can play MP3 files, but not the way I burned them, eh? As for converting into .wav files, I don't know how to do that. But then again, the MP3 files that I do have on CD-R were from a site that says one can use them to test with. Nonetheless, taking you expertise advice, I would go with .wav if I knew how to do it.