Hi there Dr.
I will start from zero

1/ Download the songs you want from the internet
2/ Insert a blank CD into you CD Writer
3/ Open the program you usually use to make CDs (Nero, Clone....)
4/ Select the option 'Make Audio CD'
5/ Then choose 'add files'
6/ Select the songs you want to burn into the CD from any folder in your hard disk**
7/ Click 'Next' or 'Burn' (it depends on which program u're using)
** In step no.6 you may add any type of files except the
rm I guess...In other words, if you downloaded songs from the internet that are of the extension rm. (real media) you must first convert them into mp3 or wave before burning them into an audio CD...
There is a program that convert rm. into mp3 or wav but I can't upload it for you at the moment (dial-up connection

)
I hope that was useful...
Always happy to be at service