You first have to get a cd burning program, try going to -
www.tucows.com
or
www.nero.com. and download your choice - I use Nero.
You burn your cd's from your hard drive, onto a cd, not from LimeWire.
There's usually some 'help' that comes along with the program when you download and install a cd burner. You will have to spend some time reading the instructions, its far too complicated to explain here. But very easy when you just spend a little time and read.
Good Luck