You can download ASPI from adaptec.com and install it. Then your other cd-burning software should work. However, Windows Media Player 8 will work, too. Here's how:

1) Drag all the songs you want to burn to the playlist (from my computer or windows explorer).
2) Right click the playlist and say copy to cd
3) Make sure the order of the songs is correct.
4) Insert a blank CD into the drive. Say "Do nothing" when the Blank CD options pop up (if applicable - this may not happen to all users)
5) Click the burn cd/copy to cd button. Windows Media Player will burn the songs to disc and convert them on the fly for you.

Post again if you need more help!
:-)