One way of doing it, is to create a playlist within LW (as an m3u file) & then open that playlist with your mp3 player. After opening the playlist you should be able to burn from it. If not, then import the songs as well. (There's some tips on playlists here but these refer to importing to iTunes: http://www.gnutellaforums.com/showth...threadid=32626 )

Otherwise see: Burning an audio CD from your MP3's