Have a look at these guides...they're easy to follow, with screenshots.
http://www.gnutellaforums.com/genera...your-mp3s.html
http://www.gnutellaforums.com/tips-t...rning-cds.html

Just remember to find LW's saved folder first, & add files for burning from this folder. Don't try to add files from the LW library

Go to LW's library, highlight a file & click Explore...your saved folder will open! To see the location of your saved folder, in LW tools > options > saving.