Did you rip the songs from a CD, particularly through Windows
Media Player?
If yes, what's the name of the tracks after ripping them? Is it
Track 1, Track 2, etc?
If yes again, did you rename the tracks by right clicking the song
and select Rename?
Again, if you answer yes, then that settled it.
That's because a song ripped from a CD has an internal name and
external name. (I have no idea how to phrase it, I will just call
them as it)
Internal name is the name of the song when you play it in a media
player.
External name is when you can see the file name, right click and
select Rename. This won't affect the internal name, the media
player will still show it as Track 1.
That's a peculiar thing with WMP. To solve it, change the name of
the song within the media player itself. That would change both the
external and internal name, and when you burn the songs, it won't
be renamed to Track 1, Track 2, etc.