What I have done in the past (if you are using windows)...
1. Insert blank CD/DVD
2. Using Windows Explorer, drag the files to the CD.
3. Windows will pop up with a burning wizzard, step through it.
4. Eject and put in BV7
5. The BV7 will play the first file on the CD.
I think (can't remember) if you press the 'Yellow' button the BV7 will display a file listing, you can then select and play the file.
Hope this helps..