I downloaded and burned a cd but then was unable to play it on my cd player. I noticed they were all mp3 files...is this the problem? Should I be downloading other files? Under audio files all I have come up is mp3 player files, should I be doing something different?

If you burned an mp3 CD, rather than an audio CD it could be a problem...lots of players won't play mp3 CDs. The mp3 files themselves shouldn't be a problem Check out this sticky for some info about burning an audio CD
Burning a (audio) CD from your MP3's (Windows)

It can also depend on what kind of CD you're burning to...some players hate CD-RW so if that's what you're using, try a CD-R instead

I can't figure out how to burn a CD I have the basic Limewire but I cannot for the life of me get the files to go to a program where I can burn them to a CD. PLEASE help me...

Did you follow the link provided by Birdy? That shows you how to burn a CD with Nero.

If you have Windows Media Player, you can try this link:

Adding to your WMP library and burning a CD

Good Luck