If you're using CDRecord under Linux, it seems it might not work properly sometimes. Have a look here :
http://www.linuxpowered.com/archive/...g-HOWTO-5.html
If you're trying under Windows, maybe another burning programs is in conflict with CDRecord (I've heard of EasyCd Creator...).
I recommand you download the latest version of CDRecord.
Otherwise, burn your CDDAs with another program, and then finish fallowing Echelon's tutorial.
You only need "dummy wav files" if you want to put your musics at specific places. For example, if you want your 1st wav file to be read as the 3rd one, you'll need to put 2 dummy wav files...