What are you using to put the MP3s onto CD?
How Old is the stereo you're using?
What kind of CD are you using?
It seems odd that a stereo wont play a cd cos of its content, especially in a music sense. I use ITunes to collect my MP3s into a playlist, then burn them onto a blank CD-R or a CD-RW. My old stereo in the Micra wouldnt play CD-RW, but CD-Rs are completely fine.
Blank DVDs cannot be used for stereos though unfortunately