Try using good quality CDs. I use Verbatim myself for normal data, they may be good enough.
If not, though, I know from experience of burning karaoke CD+Gs though (which have to be VERY good quality) the best way of burning them was to use Audio CD-Rs (TDK) which are better quality again. I also burned them using my old, slow burner (a SCSI Yamaha CRW4260t I think) as they burn a better signal than the newer 48x and above burners.
Of course, your milage may vary, as with anything else, but that's what I found was best for me.
