Roxio's WinONCD can make what you want (they call it a "music album").
You can also try it the hard way:
1) create a mpeg still with VCDEasy (for example the album cover, or the tracks list, or just a blank screen).
2) mux the mpeg still with your mp2, USING IAUTHOR (BBMpeg or TMPGEnc won't work).
3) build and burn the VCD with VCDEasy (note: you have to include a short, dummy mpeg video because you can't have a VCD with stills only - in the VCDEasy\Extras folder you can find a ready to use clip).
Both WinONCD and Iauthor are not free
You can try to mux a really short movie with your mp2 like suggested in the above post but it is not standard and won't work in every player
.
You can try making a movie with just a blank screen encoded at the lowest bitrate your player can stand, but you're wasting disk space
.
I gave up all this since my player can play MP3's
.