Does anyone know if you can burn the songs after you download them?

Yeah, just use your media player (Windows Media Player, Nero, etc.) or whatever program you're using to listen to your tracks burn straight to disc (if you have a CD burner drive). Otherwise, you'll have to get a burner w/software.

Just a note:

Don't forget that if you burn the songs in mp3 format they will only be playable on devices that support mp3 format, which excludes a lot of cd players (especially older ones), however most media players will give a "burn audio cd" or similar option, which will be able to be played on a regular cd device; just the files will be bigger so you'll fit less songs on a single disk than you would in mp3 format.

This might also help: Burning an audio CD from your MP3's And recommended "not" to burn them at the highest speed. Also love or hate it, iTunes (free) can also burn audio cd's.