What have I done wrong?

Hello, my first attempt at burning a DC game!

I downloaded a *.cdi file and burnt it using Disc Juggler 2.x and it all seemed to go according to plan.

I put the CD in the DC and it loads up on it's own showing a couple of splash screens then starts the intro movie.

If I stop the intro by pressing Start or even if I let it play to the end I just end up on the DC screen (Play / File / Music / Settings).

Any thoughts on what I have done wrong and how to fix?

If it makes any difference it's Speed Devils by Acclaim.