You dont download from this site....Limewire is not a site, it's a p2p program that links you to other computers all over the world, who share files....
So if you want to burn a cd, it's really up to you to make that decision...
This thread will tell you how burn a cd...
http://www.gnutellaforums.com/open-discussion-topics/27006-burning-audio-cd-your-mp3-s-windows.html
Or you can use itunes...