King,

I'm not sure you are confusing .wav files with .cd files. If you put a store purchased music CD in your computerand check it out via windows explorer, the file extension is not .wav (it is .cd or something like that).

I know there are a bunch of products out there. MusicMatch will convert mp3's to CD format (I don't think these are .wav files). It is easy, fast and they will work on most any CD player.