Audio project does not burn on CD-R

I am new to this technology but would like all of my audio cassette´s music burnt onto CD-R. However, although Audacity 2.1.1. (obtained via .exe installer) lets me record all the audio cassettes to my PC (Windows XP) with no problems, Windows Media Player then does not let me burn any of the saved .wav-projects. The error message always is either “errors in recording or no burn rights”. Any idea what can be done or am I doing something wrong?

To make an audio CD, you first need to “Export” the audio (File menu) in WAV format.
After that, it’s down to your CD burning software.
See here for more information: