Once your files are downloaded click on them to get your options, then click add to playlist. It will take you into your windows media player. Title the playlist what you want then click ok. Do this with the songs you want on your cd. When done, go to burn cd. Click on burn list and select your playlist. Burn and your done. Thats one way. If windows media player plays that song it is usually set to add it to your library. From there you can make playlists to.