Nero Burning ROM is a great program, download a demo version 6.6.0.18 or if you want a full program buy it.
When u install it go to Music => Audio CD
Then u have to add files u want to burn, they can be in mp3, wave ..., Nero will automaticly decompress them and burn them to be an audio cd
final step, name your audio cd and choose the speed you want to burn it with, and then click burn, cheers
have fun
- Filip