What should I do to change the cda titles to the real ones?

CDA files aren't actual files. You need to copy(rip) the files from the cd to your hdd.

These sites should help explain it:

Compact Disc Audio track - Wikipedia, the free encyclopedia

How to Work With Audio CD .CDA Files

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If it ain't broke, fix it till it is!

Thanks for your reply but I don't think you understand me. The files I download from Limewire are mostly mp3 files All I want to do is keep the real title in the cda that I burn to a CD. For example I want "Fly Me To the Moon.cda" instead of "1.cda" etc.

Depends on your software you burn with. Some will record the titles in their own database. So as soon as you put the disk in, it immediately shows what the songs are. At least this is true with the newer burner softwares.

I use Nero 6, an older version. Would the latest version burn the title on the mp3 I downloaded from Limewire.

Just use Sonic utilities (default with XP) to burn it (as mp3) to a CD. It'll convert it automatically. I think with Media Player - you have to use the properties to change the output settings, but you should be able to do it there too.