Cannot Get Music To Play Through CD Player!

Hey guys, I am new to mac but have used iTunes for years. I know how to burn a cd off of itunes, even though I have never done so before, problem is I can't get it to play in my cd player! I have changed the format of the songs to mp3 but my cd player does not play mp3. My boyfriend has a mp3 player in his car and it worked, so I know itunes isn't totally screwing up. So what format do I need to have the songs in in order for it to play?? I have done it also through the default (AAC) and even WAV but when I put the cd in the player there is nothing there, just dead aire! PLEASE HELP