People, stop posting this question!
I'm not yelling or anything, mind you, but I think it's pretty obvious you're gonna need a burning software to do this (and, of course, a CD-R/RW burner).
On OSX, you can burn songs just by drag-and-drop: you just insert a blank CD and drag and drop the songs you want (or anything else for that matter) to be burned. However, this function is for archive purposes only and thus you cannot alter the files in any way while burning. What I mean by that is that if you drop in the CD mp3 songs, then the CD will contain mp3s and will onlly be readable by an mp3-CD player and not an ordinary CD player.
In order to have CDs playable by ANY player you need a CD burning soft.
I got Toast Lite for OSX (came with the DVD burner) and it works great.
As for the windozers, I've seen Nero in action and it looks very good.

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

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