b_dyche said it - make sure you're completely closing the disc when you're done burning.

Also, on older CD Players, make sure you get really good quality media that has a pre-painted label on it (Memorex is a good example). This makes the disc less transparent.

Also, avoid 700MB (80 min) discs - these require a more high-density beam than most older CD players have. Stick with the 74 min, 650MB discs.