You'll need some kind of burning program (doesn't have to be Nero). Check out the threads below for more info, or use the forum search to look for burn CD, or something similar

http://www.gnutellaforums.com/open-discussion-topics/27006-burning-audio-cd-your-mp3-s-windows.html

http://www.gnutellaforums.com/showth...t=burning+Nero