To create a music CD that you can play in your car or home stereo, you must make it an audio CD. Home and car stereo's can't play "Windows Media" files, but Windows Media Player (on your computer) can.
OH, ok, I just saw that available in Sonic, I think I must have just dragged the actual files to an Exact copy function, but I now see music notes, duh, that would be for music - saus create an audio CD from files on your hard drive or from other CDs