OK if you want to do it in quick steps then if your LW downld folder is set to the default location; C:\Documents and Settings\"your account name"\Shared Just direct wmp to that location. Select media library tab to the left & you have the choice of using the Add tab at the top which allows you to add files or a folder or search the comp for media files, & you can use the playlist tab to send files to burn to cd. I'm not a wmp user per se so if anyone else has better advice then please contribute. This will work afaik. Otherwise see:
Burning an audio CD from your MP3's