<font color='#8D38C9'>A lot of players won't play a CD-RW. You don't give a lot of details to go on, but have you tried different brands of CD-R?
It's not surprising if your CD player won't play WMA or MP3- that capability isn't common in CD players, although some newer ones will do it. But almost all CD players will play a CD-R.
BTW, a few years ago a buddy of mine had a VERY old Sony player that wouldn't play CD-Rs, or they would skip very badly on the rare disc that it recognized. How old is your player?</font>