Disklavier

I have downloaded midi files to my Mac and then burned them onto a blank Cd.  However, 
the Disklavier seems to be unable to find them on the CD.  As I am new to this technology 
( Ihave owned a Mark III for 24 hours)  I am wondering if there is some type of formatting 
for the CD which is necessary.  Alternatively, perhaps I should be burning the CDs on my 
PC?  Any ideas why the Mark III can't see or read these files? Yes, I have checked the CD, 
the files are present and play on my Mac from the CD.  Any help would be appeciated.

Alan Milnes