First, RealPlayer sucks, try WinAmp. If ya got Windoze, there Media Player Series 9 ain't TOO bad. It does the same stuff.
Second, ya can burn a CD with numerous other programs, including the one that came with your CD writer or system. All support basic file writing, and most have music only set-ups.
Or you can always just download a program for making Iso's (WinISO, etc.), and burn that.
Have a Blast.