Transfer the MP3 files, which have been downloaded to your computer, into your media player. This process will differ between media players. One possible method is to drag the file icons from your computer's hard drive and drop them into your media player's music library. Alternatively, you may be able to transfer files by opening the player's music library, selecting a command that is equivalent to "Add To Library" from the player's menu. A new window should appear asking you to choose the folders on your hard drive that you wish to transfer music from. Select the folders, or select "Add" or "Advanced Options" if you want to expand your file search, highlight the music files that you want to transfer and click "OK." Examine your media player's instructions before attempting this process.
Download or purchase an MP3 converter software application, such as Smart MP3 Converter or Switch Audio File Converter (see the Resources section), to convert your MP3 files into WAV files. Follow the application’s instructions to convert and save your music files. There are numerous MP3 converter programs available to download, and many are free.
Transfer your new WAV files back into your media player, if necessary. This step is required only if the new WAV files have been saved in your computer's hard drive rather than in the media player's music library. To transfer the new WAV files (which include a ".wav" extension to the file name) into your music player's library, repeat one of the methods outlined in the first step.
Insert a blank compact disc-recordable (CD-R) into your computer’s CD drive and wait for it to be recognized by your computer. An icon for this CD-R should appear in your media player’s interface.
Transfer your music files onto the CD-R. This process will differ between media players, but may be achieved by either dragging the required music files from the music library and dropping them onto the CD-R’s icon or by highlighting all files and selecting an option similar to “Copy to Disc” from the media player’s menu.
Open the CD-R by clicking on its icon, once all files have been added to it, and select “Burn” or “Burn to Disc” from the onscreen menu. Ensure that you are burning an audio CD rather than a data CD. Otherwise, the music will not be compatible with a regular CD player.
Eject the CD-R from your computer once it has finished burning, insert it in to your CD player and press “Play.”