Frrom XP's help file using the built in media player. Hope it's of help to you. j.
Click Copy to CD or Device.
Click the File menu, point to Copy, and then click Copy to Audio CD.
In the Music to Copy pane, select the playlist or category of tracks that you want to copy from Media Library.
The number of selected items and total time is displayed at the bottom of the Music to Copy pane.
If necessary, clear any check boxes for tracks you do not want to copy.
Insert a blank CD-R or CD-RW in your CD-ROM drive.
In the Music on Device pane, click the recordable CD-ROM drive.
Before tracks are copied to your CD, they are checked and converted to a file type for your CD. This process takes several minutes.
Click Copy Music.