What?
You tried burning the songs onto a CD and it came out as an mp3 CD, or maybe you tried burning them through LW?
The second this is impossible. You need burning software (and, of course, a CD burner) for that.
As for the first, it would mean that you already have a burning app and don't know how to make a CD playable by a "conventional" CD player.
In any case, read
this.