Welcome to the forums!
As you assume you need to close the session on your burned CD-R to make it readable in a CD-Player.
In the factory Akai OS this function was added in the version 1.21, that´s why the information on this topic is in the manual addendum for version 1.21.
To close your session go to the load/save screen, press on "utility" and choose "Close Session" in the "Do"-Menu at the top.
The window should show the disc status like "Not Closed" and to close the session then press F6 to do it.
In the alternative OS the screens or the location of items in the menus might be different, but the function is the same. If you don´t find the right option, please ask in the special subforum for the alternative OS.
Post your views and questions about the Akai MPC2500