Let me try to help you.

You do not download directly to a CD. You have to burn a file to a CD.

I assume your CD is a burner and you are using a blank writable CD. If your CD is a player you can not put anything on it. The burner should have came with some kind of burning software. Possibly "Nero" or you might have "Musicmatch". At any rate you need a program to burn a CD.

As to where your downloaded files are. Open Limewire and at the top menu bar select - TOOLS, OPTIONS, SAVING and you will see where Limewire is putting your downloads. You can change this location but not to a CD drive.

In addition you are usually downloading songs in an MP3 format which is a compressed format. These can be played on your computer and some CD players without decompression but many players will require them to be decompressed. Your CD burner program will do this for you.

I hope this helps you.

Norm