It seems like some of the others didn't understand the concern. If I'm correct, when you burn the CDs all you get are track numbers. Right? It's not when you insert a new CD?
I've found that when you burn a playlist that fits onto one Audio CD that it does keepx all the artist/song information in a file called "CD Info.cidb". iTunes does display this information. However, if you burn a playlist that fits onto a several audio CDs, then it does not retain the information for each disc. I've found this to be a nuissance, but that's just the way it is. If you want to keep the artist/song info you have to break the long playlist into separate ones that fit onto one CD each.
Keep in mind that the tracklistings are kept in that file and not on the CD! If you play the burned CD to another computer it won't recognize the info.