Well, I'm assuming that you have a cd burner, so I won't go into that.

As for the rest of it, you'll need a program that allows you to burn CDs (like Easy CD creator or Ashampoo or something). You can download a lot of trial versions or free versions of programs from download.com if you're not interested in buying anything. Then just read the instructions for whatever program you get and there you go. It's incredibly easy once you get started.

But like someone else already pointed out, if you're planning on playing your songs on a normal stereo (as opposed to an mp3 player) you have to make sure you've got audio (.wav) files before you try to burn your CD. You can get all sorts of free converting programs from (again) downloads.com if you're starting from mp3s, so that's not too complicated either. I personally like the Mp3 to Wave Decoder, but most programs are just as good as any others and I use several.

Hope that helps! Now off to get MY questions answered!