When you create a standard audio CD, the song title from a .MP3 file is typically omitted, unless you burn it using the feature called CD Text.

CD Text will only work on a standard audio CD only if:

1. Your CD burner and CD burner software support CD Text

2. Your CD player can read CD Text

To add titles you can use Nero burning ROM.

To enable the CD text, you have to right-click each music file after it's been added to your compilation, and set the CD Text.

You can download a trial version of Nero Burning Rom from here.