From your post I'm not sure what steps you've taken. Usually the sequence is (putting it briefly):-
1. Connect tape machine to PC sound card, and record and save tracks onto your hard disk. You'll be using some audio software for this -- most possibly something that came with the sound card -- and you can save them anywhere on your disk.
2. Select "Create a music CD" option in your burning software, and then drag over whatever tracks you want from your hard disk. You'll probably get the opportunity to insert song titles and artists at this stage.
3. Put a bland CD-R in your burner, and click on Burn or OK, or whatever the button is to start burning.
Does this basically reflect what you were doing? Also, are you on Windows XP?