The simple answer is to connect your cassette deck's output into your soundcard's input and record them as .wav files in Windows using Windows Sound Recorder (I'm assuming that you have a PC, not a Mac). You should be able to save those files and put them on a CD from there. Usually, simply putting a blank CD into your burner will launch your default CD burning software.
However, it's probably not going to be that simple.
What soundcard are you using? What kind of inputs are on it? Most stock soundcards have a 1/8" stereo mini-jack for their input. Most cassette decks have RCA outputs on them. You'll probably need a cable that has two RCA plugs on one end and a 1/8" stereo plug on the other.
If you have never recorded before, you might need to go into the Volume control (it's the little speaker icon in the system tray by the clock). Double click on it. Make sure that your soundcard is chosen as the "Mixer Device" in the drop down box at the top. Choose "Options" and then "Properties". Click the "Recording" radio button in the "Adjust volume for" box and make sure that the "Line In" box is checked in the lower drop down list. Click "Ok".
Now you should have a box with faders for whatever items were checked in that list (including "Line In", hopefully). Now you can control the level of the input from your cassette deck.
Open Windows "Sound Recorder" (It can be found in "Start- Programs- Accessories- Entertainment). Choose "New" from the "File" menu and click the Red button to begin recording. Start you cassette and if I've done this right (and you have too) you should get a recording of your cassette. When you're finished save the file (remember where you put it or create a directory specifically for these).
Hopefully you know how to work your CD burner because it's too complicated to explain it in here.
You might have other software for recording on your computer. It's likely that there was something bundled with your CD burner that's more elegant than Sound Recorder as it's pretty rudimentary. Still, this should give you a basic idea of what to do.
See, that wasn't complicated at all, now was it? !
Ted