The easiest way is probably to get a "ripping" program that converts CD's to wav's. My favorite is AudioCatalyst or Audiograbber http://www.audiograbber.com
A demo can be downloaded for free which will let you do half the tracks at a time (so restart and do tracks till you get them all).
Various other programs can accomplish effectively the same thing, from CD-R burning software, sound card software, sound editing software, etc...Or there are some other significantly uglier ways to do it. Check out audiograbber. Oh, word of warning, make sure you rip to wav, not mp3...audiograbber is geared toward mp3 encoding, but allows you to do either.
Spoon
