Thanks for the replies. The files were all saved properly and I am able to burn CD's with the saved files using a 3rd party burn utility. The problem is the "Audio CD Burner dialog box" never comes up when selected from the menu.
Honestly, this is the first time I've tried using this function, so I don't know if it is something new or an previously existing issue. Seems pretty straight forward as you guys pointed out, open> select> burn, but it just doesn't come up.