If I'm not mistaken, SUB files are created by CloneCD, and contain the subchannel data from the CD. This data is usually used as a copy-protection scheme. Chances are that the CD's you are trying to burn do not contain the subchannel data, and the resulting CD isn't 1:1 copy from the original. Only a select few CD burners can read and write subchannel data from the SUB file, so you might be stuck. I'd still suggest that you try CloneCD. I'm hardly the expert here, since I don't own a modded PSX and I've only burned a few copies myself.