Ratter has hit the nail on the head.
It all depends on how you copied the CD.
If you copied it as an audio CD, then it SHOULD play on almost any other audio playing device.
If you copied it in MP3 format, then your CD player needs to be an MP3 player as well, which most are not.
The advantage with MP3 CD's, is that you can fit a lot more songs on. A typical audio CD will hold 20 songs ish at most; whereas an MP3 CD will hold 100 ish songs .... all depending on the length/size of each song.