Who can help me with an I-Tunes mystery?

I received an MP3 via email that I needed to burn onto a cd and play in a boom box. My boom box DOES play burned cds. I downloaded the MP3 into my I-Tunes library. I put a cd in, dragged the I-tune song into the disk on the desktop, and clicked burn. It showed it burning, and when it was 100% I ejected the disk, put it in the boom box ,and nothing seemed to be on the cd. I went back to click on the disk on my desktop and I saw that it said “one item included” but it said 0 kb available. How can this be possible? Any other burned cd I put in the computer says, for example: 3 songs, 9.53 total time, 100.1 mb.

The only other valuable piece of info I can offer to help solve the mystery is that, when I put a disk into the computer and it appears on the desktop, it gives me a weird dialogue box that says “You inserted a blank CD. Choose an action from the pop-up menu or click ignore. ” I have no idea what pop-up menu refers to. There are 3 buttons to choose from: Eject, Ignore, and OK. There is also a line that says Action: Open Finder with an up arrow and a down arrow and a box you can check that says “Make this action the default.” I just checked ok and went on to drag the song into the disk and burn. Who can tell me what is going on here? Is it possible that the burn function stopped working on my MAC? I have used it before.

Thanks!