The problem is almost certainly that while they are indeed valid WAV files, they are not valid files for CD audio. CD audio only supports a sampling rate of 44.1 Khz and a sample size of 16 bits, in stereo (two channels). If your WAV file does not correspond with these parameters (most commonly because the sampling rate is different, ex: 48 Khz), then a CD burning program will not accept it.

The process of converting MP3 to WAV simply undoes the MP3 compression. It does not change things such as the sampling rate. To make these WAV files you have produced suitable for burning to CD audio, you will need to perform an additional step: use a WAV editing program (such as GoldWave) to "resample" the WAV files. Convert them to 44.1 KHz, 16 bit, stereo, then, your software should accept them for burning to CD without a problem.