Personally I don't like WMP as a burner because it doesn't give much info as to what's going on. You might open WMP top menu, Tools, Options Devices and check
that the Drive is present and then look at its Properties and make sure that it's set as a writer.
Failing that I'm happy using Koyotesoft's CD Easy or Ashampoo Lite -- both free burner progs. widely available at the usual download sites.