Hey Rox
I have a PC not a Mac, but I did the same thing and got pretty pissed the other night.
I used a (believe it or not) "Roxio" program because my cd burner in the media center would not recognize the format of my CD-R, I also tried the DVD-RW fwiw.
Ansywaysie, I had to choose "Audio CD" out of the options instead of the regular burn. I sure it is different for you. I can ask someone tomorrow, but in the mean time- see if this helps:
http://support.apple.com/kb/HT1152?viewlocale=en_US