You have MP3+G song tracks. To create a karaoke disc from these you need to encode the two files together first and then burn them to a blank CD-R. The easiest way to do this is to use Power CD+G Burner which will encode the files "on the fly" and burn them to disc.
Power CD+G Burner - http://www.karaoke-software.net/power-cdg-burner.html