Hi Ron,
It may be that your Aiwa CD player won't play CDRs because
It was made before CDRs were around i.e more than 10 years old.
Aiwa deliberately made the machine incompatible with CDRs ( this may be the case as I have a Sony machine which won't play CDRs )
If you still have the instruction book check that it will play CDRs or not.
Are you using good quality media? Try branded CDRs such as Maxell, TDK, Sony rather than unbranded.
Don't bother trying to convert the file format to WAV or MP3 as the CD player will not recognise these formats stick to CDA. What software are you using to burn the CDs with, is it Nero?
This page may help with some of your questions
http://www.oggfrog.com/howto/cds-wont-play/