Ok make sure you got the wince files, try
boob for them, the mp3 player, or boobboy.
have your wince files in the dir wince, your roms in the snes dir, and the roms can only go up to 31 characters, but no os specific.
And the rest the front.
Burn with these settings
Multisession tab:
No multisession
File Options tab:
ISO Level 2 (Max of 31 chars)
Mode 1
ISO 9660
Joliet
*Nothing else should be changed*
Volume Discriptor:
Volume Label: "SINTENDO"
Hope this helps a bit.