Get a comprehensive list of the songs on the soundtrack you want. They're usually listed at the end of the credits, and you can also find them on the film's listing at The Internet Movie Database and similar websites.
Organize the songs any way you please. Traditionally, the songs are organized chronologically by their appearance in the film, but you may wish to rank them differently according to taste.
Access Apple's iTunes store, Amazon.com's MP3 database or any similar authorized MP3 download site. Conduct a title by title search of the songs you need and download them when you find them. This may take patience and some time, but the songs themselves are fairly inexpensive.
Gather all of your MP3 files onto iTunes by clicking and dragging them to the open iTunes window. Click "New Playlist" in the "File" menu to create a new playlist, and label it with the name of the film. Drag the songs from the master list one by one into the playlist file, and arrange them in the proper order.
Insert a blank CD into the computer's disc drive and select the playlist you created in Step 4. Click the "Burn Disc" button in the lower right-hand corner of the iTunes window. The computer will take a few minutes to burn the disc.
Check to ensure that all of the songs copy over and enjoy your movie soundtrack.