Audio CD's (which can be played back on a CD player) are different from data CD's. In this case you should write the data to a data CD. (There are programs to rip WAV files from audio CD's, but since audio CD's also have less data corruption protection I wouldn't go that route if it's not needed).
(Note: The CD's themselves are of course identical, just choose "Data CD" when burning).
In case you do need to rip files off an audio CD, I can recommend a program written by a colleague of mine:
CDex.