The CDX-1 requires a formatted "High Speed" CD-RW disc in order to record to tracks. These CDs are different than common data or music discs and many CD manufacturers have stopped producing this type of CD media--as products in the industry have not used this technology in years.
The best place to find "High Speed" CD-RW discs would be online (e.g. Searching for "High Speed CD-RW" in a Google search).
When searching for High Speed CD-RW discs, look for this logo to verify that the CD-RW disc is high speed media: