I typically just burn my own CD's using Nero. I always burn MP3's that I know have the ID3 tags encoded into the files so that Nero can pick them up and encode the CD with the correct song titles, artist, and album title.
But it's odd that you havent found at least one CD that has the titles encoded. I'm starting to think that you just don't have the unit set to display the tracks.
Try this, press the first button on the left on the top of the screen when it's flipped up. The second button is used for "pause" (I may have the two buttons confused...this is what i can remember off the top of my head). You can keep pressing the button to shuffle through different display modes (I use a CD changer so my display modes are different).
Let me know if that works out for you.