Montage to CD or USB stick problems

I have created a montage of 19 songs and rendered them to an MP3 file. When I copy the file to a USB stick, of course it just shows up as one file. It will play the entire 19 songs without a problem, but I need the songs to be individually listed and accessible so it can play through the list automatically.
Also, If I try to create and burn a CD, it jumbles up the metadata and song titles. Any help would greatly appreciated. I am having a hell of a time. The Steinberg on-line help is of little use. Thanks.

To create individual titles, use this option (WaveLab Pro here).
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