Sorry what the hell is a Delphi sky-fi two???? I think you need some type of recording software to record your stream to then bounce down then burn to CD.... Can you give me some more info?
hydro.
try this....
line out of that sky gizmo to line in of your pc sound card.
note...if your using a sound chip built into the pc. the recorded quality wont be very good. very important...dont plug into mic in of pc.