Hank:

I suspect the "No Disk" message indicates that your computer isn't recognizing your CD drive. Try putting a commercial CD in it and see if that works.

I use Nero and .wav files to make CDs.
You could also try opening Windows Explorer, navigating to your .wav file and double clicking on it to see if (say) Windows Media Player opens and plays the file.

Let us know what you find out.
Someone here should be able to point you in the right direction.

Good luck!
LLOYD S