Your CD burner should have came with a software application such as "NERO" or "ROXIO" or some other software that will manage and burn files to a CD. In XP you can also copy your MP3 files to a CD by highlighting the files you want to put on a CD and right clicking. Select "copy to audio CD".
You would probably be better off getting a program to do it with. One good one is MusicMatch. They have a free version and a pay version. It is a good program that will manage your music, burn audio CD's, rip from audio to MP3 and a host of other functions.
You can download either version of MusicMatch at -
http://www.musicmatch.com/
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