Find a good cassette deck with stereo outputs, e.g. left and right, preferably with RCA jacks. Many times you can find a used one on websites such as Amazon.com or eBay.
Get a cotton swab and put some alcohol on the end of the swab, then use the swab to reach inside the deck where the tape goes and clean the tape heads and rollers so you get the best quality sound from your tapes. You may also buy a tape head cleaner at Radio Shack or Wal-Mart.
Connect the cassette player to your computer via the RCA to 1/4-inch wires. There should be a stereo line input on the back of your computer. You will have to use a splitter that splits from one 1/4-inch plug to two RCA plugs. If you're recording directly to a CD recorder, plug the RCA to RCA plugs in according to the color-coding, e.g., black for left, red for right.
Play the cassette and adjust the signal until it is below the red line or distortion level using a recording program such as Goldwave or Audacity. Make sure you're getting both left and right signals. Do the same for your CD recorder if you're recording direct.
Hit "Record" on the recorder/computer and "Play" on the cassette deck. Make sure the signals are not distorting. If you're recording on computer you can usually go back later and separate the tracks with the recording program.
Once you have all the songs recorded on your computer, you can use a program such as Windows Media to put all the songs together in one file for recording onto a CD, then use the "Burn" feature to drag all the songs into one file and record it onto CD. If you recorded directly to a CD burner, simply eject the CD when the recording is done.