Background Music- can't add to slide show

[mco]

I'm new to ulead and actually already created several DVD's with ease. I am creating another one where I am trying to add background music. Here is the thing, I purchased the song via itunes and downloaded it and burned it to a CD. When I try to add the song in my slide show I got a message that format is not known. Itunes song was mp4 so I purchased the song via two additiona websites- walmart and buy music.com all .wav format. I get error messages. "Unable to open file- error when starting to read (bunch of letters and numbers after)". So, I took the CD I originally burned the song to and instered it in my drive. I went to the add background music section, clicked on brouse and added it form the CD- This worked! But, then I realized that I was using DVD-VR recording opotion instead of music factory and there were options like the menu and limits in size that I could not do using DVD-VR soooooo, I started fresh again- added the videos and slide shows using the Movie Factory- every things was great until I tried to add the music- nothing works. I thought maybe it was a licensing issue but then I don't understand why I could add it from my CD using the DVD-VR option but not through DVD Movie Factory. Any thoughts? Thank you.