MP3's and CD-R burning

[Wolf Tooth]

I just got interested in ocremix.org which is chock full of video game remixes. I tried my first atempt ever on burning music, and failed miserably cuz i couldn't find a way to put mp3's on a cd. I was able to find some of the songs I like on Windows Midea Player and tried to burn the music there. I got hit with another problem, for some odd reson I can't get more than one song on the cd-r.

To sum things up, how do I burn mp3's onto a cd and...*shakes head and grumbles*... how do I put more than one song onto the cd?