Yes. With some burning software you should be able to make a combo data/audio disc. The 2 ways this works, is either the first audio track is the data, or it's the last track. There's some silly names for this, I'm not even sure what they are, something like red book, orange book, green book, some sort of colored book... it's wonky. You'll probably notice some PC or Playstation games do some interesting things when placed in a CD player.
I don't know all the specifics. You'll have to do some research. Search for the "books", and fire up some burning software and play.