Hi JJ,

If you've just started using LW, you should probably read these (click on the links below) to start with.
LimeWire FAQ and User Guide

If you want to download songs & burn them to a CD, you can do that But LW won't burn a CD for you, you'll need a burning program. WMP, iTunes, Nero, WinAmp (plus heaps of others) will let you burn CDs. Have a look at the threads below for more info.

Burning a (audio) CD from your MP3's (Windows)

Windows Media Player 10 Guide: Adding Songs to Your Library and Burning CDs.