Like others have already stated it will depend on what specific burning utility you use as the actual method will vary from one to the next.
I use Nero and no, it's not automatic as jeepinintn suggested (at least it's not in the version that I use). In the burning dialogue that you have to go through before you tell it what songs to include on your playlist there is a clickable option for "Burn CD Text to disc" or something of that ilk.
Click the box and to make certain that the title is as you prefer after you put whatever songs you want in the playlist rightclick on the titles of each and scroll down to "Properties" It will show you title, artist, etc and you can leave it as is or change it to whatever you want to display on your HU.
These instructions are applicable to Nero and may not be appropriate for any other program. //content.invisioncic.com/y282845/emoticons/fyi.gif.9f1f679348da7204ce960cfc74bca8e0.gif