CD/DVD File Naming
When burning Data CDs, it is possible to name the burned files specifically how you want. One reason for doing this is that some MP3 ready CD players just play the songs ordered by Folder/Filename. They are not able to interpret m3u or any other playlist. So if you have a special order of songs in mind for a MP3 CD Collection, this gets completely ignored in case the tracks are not named according to the above scheme and all are stored within the root folder.
The way to do this is to use the CD Burning Dialog before the burn. Select Options and then CD/DVD Folder Naming.