It sounds as if you've got a mulitmedia CD which has all the 'PC content' in the first track, and the rest stored as standard audio CD files, which a PC will not read directly. Some CD players will not play these CDs correctly, you have to skip past track 1 then all is okay.

Try ripping the tracks to MP3 using Windows Media Player (or similar). Alternatively, if you have Nero (not Express), or some other CD burning software, you should be able to copy the audio tracks using that.

SoundForge will allow you to directly extract the audio files from a CD, but it's very expensive...