How do I burn WMA and MP3 files to a CD?
You can create a data CD that contains your WMA and MP3 files by choosing the Data CD option when creating a CD in Windows Media Player 9 Series or later. Creating a data CD lets you copy the audio files from your library, in their current format, to a recordable CD.
The option to create a data CD in Windows Media Player is only available if your computer is running the Windows XP operating system.
To create a data CD in Windows Media Player 9 Series
1.
Click Copy to CD or Device.
2.
In the Items to Copy pane (the left side of Copy to CD or Device), select the playlist or category of tracks that you want to copy from Media Library.
3.
To either create or change a playlist of items to copy, click the Playlists button.
The number of selected items and total time is displayed at the bottom of the Items to Copy pane.
4.
If necessary, clear any check boxes for items that you don't want to copy.
5.
Insert a blank CD-R or CD-RW in your CD drive.
6.
If you are using a CD-RW disc, if necessary, click the Delete button to erase the CD.
7.
If you want to change recording or data CD settings, such as the CD write speed or quality level, click the Properties button, and then make the appropriate changes.
8.
In the Items on Device pane (the right side of Copy to CD or Device), click the drop-down list at the top of the pane, and then click Data CD.
9.
Click the Copy button.
For more information, see "Creating your own CDs" in Windows Media Player 9 Series Help.
To create a data CD in Windows Media Player 10
1.
Click Burn.
2.
In the Items to Burn pane (the left side of Burn), select the playlist or category of tracks that you want to burn from Library.
3.
To add digital media files from other playlists or categories in your library to the playlist of items to burn, or to remove items from the playlist, click the Edit Playlist button.
The number of selected items and total time is displayed at the bottom of the Items to Burn pane.
4.
If necessary, clear any check boxes for items that you don't want to burn.
5.
Insert a blank CD-R or CD-RW in your CD drive.
6.
If you are using a CD-RW disc, if necessary, click the Erase disc button to erase the CD.
7.
If you want to change recording or data CD settings, such as the CD write speed or quality level, click the Display properties and settings button, and then make the appropriate changes.
8.
In the Items on Device pane (the right side of Burn), click the drop-down list at the top of the pane, and then click Data CD.
9.
Click the Start Burn button.
For more information, see "Burning your own CDs" in Windows Media Player 10 Help.
All this info taken from the site here:
Burning CDs in Windows Media Player
That shoudl give you some direction on where to go.