Prepare a playlist of the songs you would like to burn to the CD; some programs require that you create a specific playlist with only these songs, while others might allow drag-and-drop functionality. Check your program's requirements and assemble the songs in the desired order.
Insert a blank CD or DVD into your computer's drive. Wait a few seconds while your computer recognizes it, then return to the music program.
Select your playlist and click the "Burn Disc," "Burn CD" or the equivalent button in the music program. Look at the resulting pop-up menu, which will present several options. Choose to burn the CD as an audio CD, rather than as a data CD, which won't play in most CD players.
Find the drop-down list or box for "Gap Between Songs" and set it to "None," "Zero seconds" or "Gapless," depending on the particular program you use. Click the "Burn" button to begin burning the CD. Test the disc in a CD player once it has finished.