I exported my file, using the .WAV format, to my desktop and burned it with Roxio drag-to-disk, and the CD won’t play on a regular CD/DVD player. Typical audio files that I have used are .C2D and .CDA. Are any of the file types in the drop down menu campatible with typical CD players?
Windows 7, 64-bit, Audacity 2.0
If it’s going to go on a proper CD that will play in a CD player you will need to make sure that you export at 44100 Kz 16-bit WAVs (part of the Red Book standard for CD’s).
You will need a proper CD burner program, your PC may well have one already installed - there are free ones available.
And then make sure you burn a “music CD” and not a “data CD” - oh and make sure that you use good quality CD-Rs and not CD-RWs.
The music will not be WAV files on the CD but rather the special format that CDs use which is lossless and related to WAV.
This tutorial from the 2.0 manual should help you: http://manual.audacityteam.org/help/manual/man/burning_music_files_to_a_cd.html
WC
I know all that but the mistake I made was to try to drag it to the Roxio drag-to-disk instead of saving it to Windows Media Player and burning it there.
All I would add then is that WMP does not have the best reputation as a CD burner - there are better burners available … 
WC