LW needs Java to run. Java & the Gnutella netwk are both advancing in capabilites whilst Mac users in OS9/8 are stuck with a static version of Java. I've seen many Java related problems on this forum. At least make sure you have the latest version of Java. And even better, update your OS to 9.2.2 so you can have the last Java version available for OS9.
MRJ 2.2.5 for OS 8.1-9.2 http://docs.info.apple.com/article.html?artnum=75097
MRJ 2.2.6 for OS 9.2.2 http://docs.info.apple.com/article.html?artnum=120209
Did you know G3's can run OSX?
I think you'll find you probably can burn it. Do you have Toast? Toast will help you to burn cd's as will iTunes. Do you have an mp3 player. Audion, iTunes, QDesign MVP, SoundJam™ MP, Cabrio & MP3 Rage are mp3 players worth looking into. Drag & drop the file into one of these players & they should play. Also follow the previous link & take advice such as to rebuild your desktop.