Unable to find files to make CD

I play songs on my Windows Media Player that are on my
hard drive. Those song files are stored in "My
Documents/My Music" folder. I have Adaptac Easy CD Creator
version 4.02 and am attempting to make a CD. But when I
find the files I want, in the above mentioned folder, I
cannot send them to the CD Layout because they say there
are no song files in those files/folders. But I know they
do exist, because I am playing them. I have no problems
sending files from another folder to the CD Layout, but I
cannot from the above mentioned folder. This cuts out half
the songs I want to use in making a CD,half are in the
first folder. I tried dragging some songs to the CD Layout
but I got the message this is the wrong kind of song file,
not WAV etc. But I know these songs do exist on my hard
drive. I play them on Windows Media Player, and I did
a "search" and they exist in "My Documents/My Folder". I
even sent that folder to my desktop and can open them up
and play those songs on Windows Media Player. How do I
find these song files and get to send them to the CD
Layout page?