Do a google search for Nero Burning Rom, and take the free trial offer. once you have it installed on your conputer open it.
There sometimes is a pop up which asks you a couple of questions just answer them with your own judgement. But when you get to the one which asks you which type of cd you want to burn select audio.
This is another that it might happen: when you open it there is a popup asking you to select from different options. at the top there should be one named audio or soemthing of the sort, select that one and click ok.
Than you will be able to change the format of the file once you burn your cd. This cd can be played in a normal cd player.