Ok guys ,
first of all , THANKS for the help you all gave me !!! /cheers
I found the problem , and i must be ashamed of myself. I didnt burn the cdg files with Microstudio ... but with another program *slaps himself*. That's what the problem is and WAS !!! 
I did everything from a to z to try and find the sollution ,
untill i thought ... gee let me download the demo of Microstudio.
So i created a song and burned it on a cd (using MStudio) , then i popped it in my karaoke player and BOOM i was singing allong before i realized that it was working !!!!
I ordered immediatly Microstudio and let the creating begin !!
I have over 700 songs of karaoke that need to be done so i know what i am goin to do the weeks/months that come
I used to sing them with the lyrics printed out on a paper.
Thanks MTU for bringing out this awsome and easy to use program !!
*can't wait till u can change the colors for duets ^^*
Thanks again everyone of u for the support etc ;)
With Kind regards M.