Why don't some songs burn onto CD?

Probably because they are in the wrong format. If you are using iTunes, to burn a CD the song must be in MP3 or an MP4 format, or else it won't work. Or sometimes, the song has a glitch and is just like that. If you downloaded the song off the internet, then that happens a lot with those files. You could try and use another program to burn them, such as Windows Media Player.