Well, most of the CD burning programs use file details, which you can edit (in Windows) by right-clicking the file, selecting Properties and opening Details tab. If those fields are empty, then all tracks are burned as "Track 1", "Track 2" and so on. You can edit these fields simply by clicking on it and typing the name.
And for the program - use anything you want. When I needed to burn audio CD I used Windows Media Player.