The Only things I can think of are
1) did you burn the CD-R at the lowest possible speed you could? Preferably x4-x16 anything higher can cause errors.
2) Is your Dreamcast made before September of 2000? If not, it may not be able to read the CD-Rs.
3) make sure you are writing the disc properly. With a program like Discjuggler or Alcohol 120% (or using the bootdreams method). Or Nero if it is a nero image.