1st of course CD tracks are only playable on a computer if converted to wav. or mp3- but the I assume you know that- but to get it out of the way.
If you wish to copy straight tracks to play on a normal audio CD player simply put CD in the drive and let Win Media player get to work from here you can copy individual tracks and hold whilst you change disks then continue with the burn routing
Open the 'master' Cd reduce the window to reveal desktop icons highlight the tracks you want- drag them to the CD icon.
ensure you have a blank ready and follow the prompts
All assuming you are Running XP of course.