I noticed when I burn CD's (wav format) it skips and sounds like crap but I took a closer look and saw the CD player plays MP3 format and never had a problem after I started burning in MP3 format. I believe all store CD's are in WAV format, try (if you can) your music in MP3 format and burn to a CD. At least try it, if you don't have a problem...

It may be the quality of CD, as stated above burned WAV CD's had issues well store CD's didn't. Some store CD's are cheap as well but....