When I now burn a music CD it only will play on the computer, not on any other audio device

If you burn them in audio format they should play on any CD player.

If you burn them in mp3 format they will only play on players which support mp3 CDs.

If you burn them as data they can only be read by computers.

iTunes 12 for Mac: Create your own CDs and DVDs - http://support.apple.com/kb/PH19494

iTunes 12 for Mac: Burn settings - http://support.apple.com/kb/PH19601

iTunes 12 for Mac: If you have trouble burning a disc - http://support.apple.com/kb/PH19495

If you burn them in mp3 format they will only play on players which support mp3 CDs.

If you burn them as data they can only be read by computers.

To clarify...

If you burn an AudioCD, they should play on anything that that plays a standard audioCD.

If you burn an MP3 CD, only MP3 files in the playlist will be burned to the CD. This will work with players that support MP3.

If you burn a Data CD/DVD, it will burn all files in the playlist (regardless of format) and the files will work on players that support that format.

For example if your playlist has only MP3, the CD will be identical to an MP3 CD. If it has only MP4/AAC, it will work in players that support MP4/AAC.

If the playlist is a mix of MP3 and MP4/AAC, the only files that will works are the ones that the player supports. If the player support only MP3, only the MP3 files will play.