CDXplorer does not create a CD-R which you can boot from. It just creates a disc that can be read once SMS is running. CDDAFS is not a method to launch SMS, it is a method to provide files to SMS once SMS is running. As far as I know there is no way to 'boot' SMS off a CD, DVD-R or any other removable media without a Mod-Chip. You always need either:
An exploit
A mod chip
to run SMS first... and then you put in your CDDAFS disc, DVD-R or whatever. In many cases, SMS.ELF will be put on the memory card, then an exploit will be used to launch SMS from the memory card. Without an exploit or modchip there is no known way you can get your PS2 to run SMS. But if you find a way - let us know!