|"Not all cd players can read formats that are used to copy disks."|
The OP is not copying discs if he/she has used Windows Media Player to create the discs because WMP cannot copy discs. I imagine all they have done is write music tracks to the discs, using WMP.
If those tracks on the CD are, for example, in MP3 or WMA format, many standalone CD players cannot play those audio formats unless it says otherwise on the front of the player or in it's user manual.