I almost forgot. There's a company called Mironics (http://www.mironics.com/default.asp) that has a very powerful hardware/software package that works with most portable Sony MD recorders.
Also, Radio Shack has some good, affordable audio cables.
Weird. Normally a Md recorder doesn't write to the TOC until after the whole session is done, not after each track. It could be that the NetMD drivers got corrupted. Try deleting and re-installing them from the CD-Rom.
I've had this happen to me too. I've found the best solution is to use an old CD player (no joke!). Anything older than 5 years should do the trick. Check out garage sales and repair shops.
Last year, I bought a remastered CD of Duran Duran's Rio (also released by EMI). It shut off the optical out on my DVD player and my PC couldn't rip it. I used my old laserdisc player (which also has an optical out) and my minidisc recorder (Sharp MD-MS702) had no trouble copying it.
One of two things can be the culprit:
1. the website you downloaded the mp3s from or
2. the cd burning software you're using
Most legit websites have copy-protected mp3s. To listen to them, you need to have a license installed on your PC. If you try to listen to the mp3s on another machine or it you make any hardware changes to your PC (like adding more RAM or a new hard drive) the mp3s won't play.
Some CD authoring software will copy-protect CD-Rs. You might have to change the settings in your software. I don't know what you're using so I can't tell you how to do this. You might want to check out user groups for your software. Good luck!