Sauce,
First, you will need both a CD burner and a CD burning application or program. Normally, when you buy a CD burner it comes bundled with burning software to get you started. Also, from what I can tell you are downloading MP3s.
For the sake of higher quality audio and the careers of artists you are ripping off stop using these types of programs. Just because someone wrote an app that allows you to commit theft does not make it right, you are still stealing. How would you feel if at the end of the week, someone uploaded your paycheck and everyone with a certain program and an internet concection had dibs? You'd probably be pretty bitter right?
The music you enjoy was not made for free. We're talking millions of dollars in the production of an album and millions more in the promotion and duplication. We're talking about people losing careers here, how do you feel about contributing to that?
Programs like Bearshare, Kazaa, Audio Galaxy among others are a huge detriment to the recording industry. Now their sinking their teeth into the film industry. You think creative producers, directors, artists and actors and going to want to continue creatively pursuing their craft if they are not rewarded properly? If people don't want to pay for it, why deliver a cutting edge production, why deliver at all? Would you work for free?
Think about this before you continue using the application in question. Also think about the fact that you are posting this question in a community of musicians and producers. We are trying to get into the industry and people like yourself are helping close the door in our faces. People like yourself are helping close the door on creativity.
Think about it.
PS. If you want free music check out
www.NowhereRadio.com and
www.mp3.com. These are sites filled with independent artists that want, and give you permission to, download their music. These acts want to get out to a larger audience so they give their tunes away for increased exposure. Support music don't steal it.
Stray
www.mp3.com/PerpetualProductio