Zachary,
I think Kumar is on the right track; try using a CD burning application to create the disk. It will likely be more portable.
The method you describe for making the disk is likely using some form of Windows Direct-to-Disk function, which creates the disk using formating that is less universal (multi-session, disk not "closed", etc. if I remember correctly). In fact, with earlier versions of Direct-to-Disk, even the chances of a different Windows box reading a disk created this way was slim at best. Though Direct-to-Disk has improved portability, I would not expect HP-UX to be able to read such a disk.
For more info Google "compact disc standards formats"
...skid in sideways, chocolate in one hand, martini in the other, totally worn out and screaming, "WOO HOO what a ride!"