like the other guy said.

follow what he said up there to download the files you want.( songs or mp3's or whatever)

In order to burn cd's you need an application(software) that will convert mp3 files into wav files. mp3 files are compressed format of Wav files. And most of cd players will not recognize the mp3 format.

go here to find the mp3towav converters. they are also called mp3 decoders. these will convert mp3's into wav's format. whereas the mp3 Encoders will convert the wav files into mp3's.

http://www.webattack.com/freeware/gmm/fwmp3.shtml

I personally use "mp3 to wav decoder " you can find it here
http://www.mthreedev.com/

normally you will decode the mp3's into wav and then burn the wav files onto a cd. these cd's should be playable in most of new cd players.

have fun