You need to review your goals here since AudioCDs don't have filenames on the tracks. There are simply "tracks" and the .CDA is windows way of showing the tracks.
If you read the CDR FAQ on google.com most of your issues vanish.
Every time I burn a CD in windows media player it burns to a ******** .cda format that none of my CD players recognize therefore the CD is completely useless to me. I used to be able to burn audio CD's and such but now it's that stupid .cda format that can't even keep the original file name and doesn't work in 80% of CD players!!! I've looked at everything in the options menu and I see nothing which allows you to choose what format you want to burn to. I have tried burning in windows media player 10 and 9 but both burn files as .cda. Is there a way to stop this, or another program I can use to burn .mp3 or .au files? I've tried a few other programs but they didn't work out.