Click the "Start" button, choose "Programs" and open "Windows Media Player".
Click the "Burn" tab in order to access the "Burn List."
Drag all of the music you would like to feature on your mix CD into this "Burn List." Then click and drag the songs to arrange them to your liking.
Click "Start Burn" when happy with your "Burn List."
Insert a blank CD-R into your computer and the music files in the "Burn List" will be burned onto the CD.
Eject the CD when the burning process is complete and you will have successfully made a mix CD for free.