Welcome to the world of making (digital) music! To put music on your own CDs, you need to get your songs "into" your computer as 16 bit 44.1khz WAV files. These easiest way to do this is to plug the main outs of your recorder (I'll assume it's some sort of porta studio) into the line-in on your soundcard. For starters you can use Windows Sound Recorder to get a feel for things. This only lets you record 1 minute but it will make sure all your connections are correct. Make sure that you select "line-in" to record from - click the Speaker Icon (if Win95), then Options | Properties, show Recording properties...Check the line-in box.
Hit record on Sound Recorder, then play on your recorder and have fun!
If you're comfortable doing this, check out more advanced WAV recorders. I use Cool Edit 96, which I can use for volume adjustments, compression, eq'ing and other weird fx's.
For recording directly to your HD, bypassing the portastudio, I haven't ventured down that road yet so I'll let someone else chime in.
Good luck!
-Evan
