Find songs online through websites like AmazonMp3.com, Emusic.com or iTunes where you can purchase and download albums or individual songs. You can also often find free music posted on musicians' websites or Last.fm, but these are usually only individual songs and not entire albums.
Save the songs to your computer either by downloading files directly from a website (you can usually right-click on a file link and select "save as" to do this), or by using the download managers provided through websites like AmazonMp3.com or Emusic.com. If you are downloading a song file directly, make sure it is an audio format that can be burned to a CD such as .mp3, .wma or .m4a, and that you save the files to a location where you will be able to find it easily.
Transfer files to your CD burning program by either importing the files or using whatever add function your program uses. If you purchased songs through iTunes, your songs will automatically appear in your iTunes music library. Songs purchased through AmazonMp3.com and Emusic.com will also automatically appear in iTunes.
Select the songs you will put on the CD within your CD burning program. You can either burn entire albums to a CD, or you can pick individual songs to make a mix CD using play lists.
Burn the CD using your preferred program. You will often be asked to select a burn speed, and it is recommended to burn at a speed slightly slower than the maximum burn speed for your CD burner to avoid errors during the CD burn process. The maximum burn speed of your burner is often printed on your CD disc drive, and is a number followed by the letter "x," such as 4x, 16x, 24x or 48x. The higher the maximum burn speed, the faster your CD will finish burning.