I'll second the Nero praise...great burning program. I really hate Easy CD Creator. I generally made one coaster after another with that program. Nero, on the other hand, is almost coast free.

As for the VCD not working on the Sony DVD player, was it just not reading the VCD? I have a Sony DVD, and I understand they're really picky about what burned CDs they read. They're pretty good with platinum CD-RW discs, as well as Sony CD-Rs (obviously). Mine refuses to read any CD-Rs I make (audio, video, whatever).