Open iTunes and click on the "File" menu.
Choose "New Playlist" from the menu and name the new playlist. The playlist will show in the left sidebar of the iTunes application.
Click on the "Music" option to open your music library.
Click and drag the songs you want from your music library to the new playlist. A green plus sign will indicate that the song has been accepted to the playlist.
Insert a blank CD-R into your computer and choose the "Burn Disc" option in the bottom right hand corner of the iTunes application. The disc should self-eject when it is finished.
Click the "Burn" tab in the player library.
Select the "Burn Options" button and then "Audio CD".
Insert a blank CD-R disc into your computer and close the "Autoplay" box if it opens.
Create a burn list by dragging the audio files you want on the CD from your music library.
Click "Start Burn" when you are finished creating your burn list.