I have had a lot of problems with making self-boot CDs. Some of the tutorials/programs worked for me, some didn't, mostly because I don't have a CD-RW drive (I suppose that is the reason

).
Until now, the most secure way for me to finally get a CD to boot seems to be the one described below:
You'll need:
Dreamcast CD (with the game that won't boot)
Ahead Nero Burning software
Alcohol 120% virtual cd software
IsoBuster software
bin2boot program
You put your Dreamcast CD (the one that won't boot) in your drive and copy all the files on it (my cd already had an IP.bin - if yours doesn't, you should create one and put it here too) in a folder on your hdd (let's say "C:\recv"). Then start Nero and create a new CD (Compile New CD -> Data CD -> New) and put all the files in the folder on your hdd (C:\recv) on that CD compilation (the new cd/left window in Nero). Now burn an image (you can select the virtual burner) leaving the cd settings on the defaults in Nero. This will result in creating a .nrg image on your hdd, wherever you decide to put it/name it (i.e.: C:\images\recv.nrg)
Now mount this image in the Alcohol 120% virtual CDROM drive.
Open IsoBuster, select the virtual CDROM drive (Alcohol) and right-click on the CD icon and select "Extract CD -> RAW DATA (*.bin,*.iso)"
Give the image a .bin filename (i.e.: C:\images\rawrecv.bin) and let the image be created. At the end of the process the software will ask you wether you would like to create a .cue file (the new browse window that pops when reaching 100%), and you can just click cancel, as you don't need the cue file, just the .bin one.
And, at last, start a command prompt from that directory (in the example it would be C:\images), and make sure that you have the bin2boot.exe file there)
write "bin2boot rawrecv.bin" in the command prompt and see what happens.
The program should find the ip.bin there and continue by hacking it and creating a new SELFBOOT image file, called image.cdi
When it's ready, you can mount the image.cdi in the Alcohol 120% CD drive and, after you configure Chankast to run the game from the Alcohol drive, you should see your game boot by pressing init.
I have suggested Alcohol 120% instead of Daemon Tools because I couldn't get my image to boot from Daemon Tools, but when I mounted it on Alcohol, it worked.
However, you will NOT be able to enjoy Resident Evil Code Veronica, because the emulator crashes at random points in the game, making the game unplayable after at most the first 3 rooms. I managed to get inside the 4th room only once, but after the cutscene that followed, the emulator crashed. So we will just have to wait for the next version, where this is fixed. Until that, good luck with making your CD selfbootable.