Set iTunes' burning utility to audio. Launch iTunes and select "Preferences" from the "iTunes" tab in the menu bar. Click the "Advanced" tab and select "Audio CD" from the "Burning" tab.
Click the "+" button in the bottom left corner to create a new playlist. The new playlist will show up under the "Playlist" tab in the left navigation. Name the playlist.
Drag and drop your compilation's intended songs from the file viewer onto the new playlist's icon in the left navigation. Click the playlist icon to view the list in the file viewer when you are done adding songs.
Drag and drop the songs into your desired playback order.
Click the "Burn Disc" button in the upper right corner of the file viewer window. Insert a blank writable audio CD when prompted to begin burning your CD compilation.
Launch Windows Media Player and click the "Library" tab. Click the name of your compilation's playlist if you've already created one. Otherwise, click the "Burn List" button and select "New List." Drag and drop a folder from the "Contents" pane or individual songs from the "Details" pane onto the new list.
Drag and drop the songs up and down in the list to arrange them in desired playback order.
Insert a blank writable audio CD into your computer's CD writer drive.
Click the "Start Burn" arrow and select "Audio CD" from the drop-down menu.
Click the "Start Burn" button to write your CD compilation onto the blank disc.