I've had a similar problem, are you using Fireburner by any chance? I found that it burns the iso ok, then burns track 2 as audio ok, then the remainder of the tracks as data for some reason, meaning they won't play. I got round it by leaving the session open, burning the tracks one at a time, then adding 'close disc' when burning the final track. That sorted it.
I've never had a burning problem with fireburner, anyways if you do put any audio files on the cuesheet, it tells you if its an audio file or an iso file. plus fb converts mp3 files to wav to burn them onto the disc.