I am haveing all kinds of problem from downloading to trying to mburn cds with what i have downloaded.

problem one:i download a song,then i try to put on to a cd!it took up the hole cd,why????

problem two:i download useing cable,then when i go to try to burn to a cd,it says it a dat file!why?
is there any way to change the dat file,and if so how?

DOWNLOAD FROM LIMEWIRE
CD BURNER:SAMSUNG CD-R/RW
SOFTWEAR:ROXIO EASY CD CREATOR WITCH AS WELL HAS DIRECT CD ON IT AS WELL.