IT SOUNDS LIKE YOUR CD BURNERS ARE NOT COMPATIBLE WITH CD-G FORMAT TRY PLEXTOR THEY HAVE A FEW COMPATIBLE DRIVES. ALSO GOLDEN HAWK HAS A PROGRAM THAT SUPPORTS IT. IF YOU CAN FIND AN OLD PLEXTOR DRIVE MODEL 48/24/48A THAT COMES WITH OAK TECHNOLOGIES SIMPLI CD THAT IS WHAT I USE.
I don't really know what you want to do with the CD+G and your computer but Audiograbber will copy CD+G information to your computer even if your cd drive doesn't support it.