Ok, I am doing the exact same thing you do Sam. I'm assuming that you are going from the mics right to the MD? If that is the case, then you are recording in Analog. The only way the tracks transfer to the CDR is if you are sending a digital signal. Unless you record the show in digital, then those track marks won't carry. Another thing is pretty much all consumer MD recorders do not have a digi out. You'll have to buy a standalone MD with a coax/spdif (optical) out. You'll need to purchase a Analog/Digital convertor with an spdif out. I believe the UA-5 has one, and the many of the Apogee's do. Going to a computer is not needed. That is just opinion. I use an Onkyo standalone, and man it rocks. You'll have to manually enter the tracks your self. I would go to Phillips and see if you can download a manual, most likely in PDF format. On my Onkyo, it's all done on the remote. Now on to your volume being too low.
More than likely you have a low signal coming in. I usually like to have my levels between -10db or -7db. Sure, the room size and acoustics in general will have an affect, but it's more than likely that the signal is too low. You should be able to increase the db on your standalone. Once again I would consult the manual. I would try running the levels a little hotter next time. See if that works for ya.
Have a Grateful day,
Mike