UDF is a format for re-writeable CD's. mac's can read UDF 1.5 but not UDF 2.0.
i try and avoid them cause they arnt standards and wont open everywhere. Make sure you burn the CD's as iso9660 - then they will work everywhere. Windows sometimes uses joiliet, this allows longer file names, not sure how they go. More details here
http://www.kernelthread.com/mac/osx/arch_fs.html