I think I found a way to sucessfully burn a game that has CDDA on it. All you have to do is convert any type of image to an mds/mdf image. I never tried this idea out, but here are some possiblites that it works. In my collection a few of my PSX games have CDDA. A several few (like Darkstalkers) wouldn't burn correctly, thus causing the game to have no music at all, tough the music was present on the CD. But my copy of Bust-A-Move 3DX has CDDA and was an mds/mdf image. It burned correctly and nothing was missing. In conlusion, I found out that an mds/mdf PSX image is the best way to burn games with CDDA.

Note: To convert images, simply mount the image with Daemon Tools and make an mds/mdf image with Alcohol 120%. (Of course, you have to pick the drive letter of the emulated CD drive to make the image.)