Need serious help involving GS CDX, and burnt dc games that show in audio format *please read*

[Zaradis]

I'll give full details so that someone can help me:

I have the gameshark CDX boot disc, loads up fine. It tells me to go through my options of selecting a game w/ cheats or not, so I go through, selecting to not use cheats, when the prompt to tell me to make sure I have my game in the drive shows, I do it, then I hit ok like i'm supposed to. Sounds right so far?

Alright, I have cue files of SF3 double impact and MvsC 2. The files inside the cue are a single .bin file.
So I use cdr win to copy it. Everything burns fine. However, when I place the cd into the drive when the gameshark asks me to, and I reboot, it loads to the cd player, NOT going through to the game.

Really I do'nt know what to do. Should I use nero burning rom and try that? I have no idea. All I know is that it's not working and I need help. Thanks.