In case someone doesn't know: There are two sorts of CD: Audio CD and CD-ROM.

For the latter format, a file is just a file no matter what its contents. Reasons why it may not burn include: too big, corrupted.

This also applies to an Audio CD, but an additional possible reason is that your burner does not know how to convert the file into audio data.

If the file is simply too big, split it into parts using an audio software such as Audacity.

You know all that? OK, it was just in case. If you need further advice, tell us exactly what you are doing and the full text of the reaction, including the title of the window. (Not that I am likely to know the answer then, but someone else might.)