After buying a Sony CD Burner, I started using the software included,
which was called "B's Gold".

When I burn a CD, it will play in one stereo, but not in the other.
The CD's also won't work in my friends' stereos.

How can I fix the problem so that my burned CD's will play in any stereo?

Older Stereo systems may have problems playing self burned
compilations, however I personally recomend Nero Burning Rom I have
never had any problems with the CD's i create with it , also the
quality of the Media plays a role , bargain CD's will pose more
problems that CD's from brands with higher quality standards (unlike
popular belief , the color of the cd has nothing to do with the
quality)

If you use normal data CD-R's, some older CD players will experience
problems playing it. Also, remember not to write audio CDs at the max
speed your writer can support. Speed down by one or two speeds. Nero
(http://www.ahead.de), for instance, will let you do this.

You should use dedicated audio CD media to record audio-only CDs.

One possible product can be found on this link:
http://www.ebuyer.com/customer/products/index.html?rb=606317093&action=c2hvd19wcm9kdWN0X292ZXJ2aWV3&product_uid=10702

Both Corwin and William have realy nice coments here, but i would like
to add a few points:
1_ I agre with the choice o Ahead Nero one of the best recording
softwares if not the best. Also recomend useing the Nero Burnig Rom
and not the Nero Smart. The Burnig Rom vertion have more feactures but
is more complicated to use.
2_ If you don't want tha have problems with CD burnig i recomend to
buy a Plextor burner, it is the only one i have total confidence to
indicate for pro and serius cd creators and burners. I have not had
any problems with it ever. It is more expencive, but it does worth it.
3_ I also recomend a visit on this site www.cdrinfo.com , there you
will find a lot a info about CD and DVD Burning including hardware
reviews on recoders and media, software reviews and a lot of tips
about CD & DVD recording.

I hope i could help.
Sory about my poor english, I'm not a native speaker.
BaBauM.