You need to convert the .mp3 files that you download to what is called CDA format in order to burn them to a normal CD that will play in 'normal' CD players.
See the reply I sent you to your other post !
The program I have recommended will 'rip' (Make .mp3s from CDs) and also 'encode' .mp3s 'back to CD playable' format !
And, it ¡s completely free !
Might be all 'Greek' now but you'll soon get it !
btw, NEVER use RW (ReWritable CDS for music that you want to play in most normal CD players !