Why does CD come up as blank?

My boss copied some PDF and Doc files onto a blank CD-R. It works on her Windows laptop and on someone else's MacBook, but not mine? When I insert disk it appears on desktop as "Unnamed CD" and when I open it there is nothing saved. What's gone wrong?

Settings say my laptop can read: CD-R, CD-RW, DVD-R, DVD+R, DVD-RW, DVD+RW, DVD-R DL, DVD+R DL