Ok, it's time to make the CD! There are many CDR burning software packages out there: NTI-CD Maker, Nero, Roxio (previously known as Adaptec) Easy CD Creator have both wizardy and expert modes. CDRWin is more techy, more configurable; beware, however, that you have time-limited upgrades for CDRWin, unlike most other shareware.
Gold, Silver, Platinum, Blue, Green, AAARRRGGGHH!
When creating your CDR, you probably want it to 1) sound good, 2) last long, 3) play in every CD player you've got. Do you have to buy brand names? What combination of reflector/dye will last the longest, play the best?
My advice is to spend a nickel and buy brand-name CDRs. Verbatims are a nice silver/blue combo. Some folks say this is best reflectively speaking for non-PC CD players. Mitsui has gold/gold and silver/silver. Depends on who you talk to which will last the longest. The cheapies can be cheaper because of flimsy backing which chips off easily; no telling how costs are cut on the data storage side. And CDRWs don't make good audio CDs 'cause they just aren't reflective enough for music CD players.
The best-guess for longevity is discs using phthyalocyanine die, particularly Mitsui brand gold/gold.
Branded doesn't necessarily mean you have to see a brand name plastered all over the CD. If you buy a spindle of Kodaks and the CDs appear blank, you've probably got Kodaks. (CD-R Diagnostic will tell you for sure who made your CD.)
Easy CD Creator
Chances are this program came with your burner. Instructions here assume version 4, although there are many folks out there with 3 and the newly-released 5 Platinum. These general instructions should be close enough to get you started. If the wizard is still quizzing you after selecting Audio CD, you can choose to cancel it.
1. Start the program.
2. Select Audio CD as your type of CD.
3. You now have two panes on your screen: one an explorer-type with drives and directories, and an empty one called the CD Layout area where you'll be dragging and dropping files to record.
4. In the explorer-type pane, expand the directories (click on the plus signs) until you can see the directory your song files are in. Click on that directory. You should now see your file names in the other half of the exploring pane. (You could also do this from Windows Explorer.) Click and drag the song files to the CD layout area.
5. After selecting all the files, click on the 'Create CD' menu item. You'll get a dialog box asking even more questions. Click on the advanced key and you'll see: write speed, number of copies, create options, write method.
6. When your software says you're done, try playing the CDR in various players - home or car stereo, portable, jam box, etc.