Could someone please help a computer-ignorant old man?

I have downloaded music from a website, which came in the form of a zip file, but am only able to play it on my PC. It was possible to burn it onto a disc but the disc is not playable on a CDP. The burned disc does play back on my PC, however.

Have I done something wrong or is it not possible to play downloaded music on a standard player?

Any help is most appreciated.

Thanks.

Mike