Step 1) Download the Lessons for which you’d like to create a CD. In others words, navigate to the web lesson for which you’d like to create a CD. Use the RIGHT mouse button to select it and pick the “Save Target As…” menu option.
Suggestion: create a folder on your PC with the series title you are downloading under “My Documents/Music/Gene Cunningham”. That way Microsoft Media Player can find them quickly (and you can always get to the downloaded files easily). Here I’ve downloaded all six lessons in the Divine Mentor series. Leave the window open with the lessons you downloaded (or open the folder). You'll be dragging one of the files from it into Windows Media Player in the next step.
Step 2) Open Windows Media Player. I recommend version 11. It’s free from Microsoft. It’s a bit different from previous versions visually. It comes up listing all the sound files it knows about in its “Library” like below:
Step 3) Set Media Player Burn parameters. With your cursor on the “Burn” button of Windows Media Player, click the RIGHT mouse button and select the “More options..”. Unless you bought “52X” CD blanks, I’d recommend setting the “Burn” speed to “Slow” as shown on the right. If you're like me, you bought the cheaper kind of CD blanks . If you’re brave, you can try “Medium” which won’t take as long to burn.
After selecting “OK” on that Options window, select the “Burn” button again (on Windows Media Player) with the RIGHT mouse button. Ensure there’s a black “dot” next to “Audio CD” since that’s the format you want. Select "Audio CD", if "Data CD" had been the default for some reason.
Step 4) Create the Audio CD. BTBM lessons are almost always close to an hour in length. A normal blank CD can only hold about 70 minutes of music or talking in Audio CD format. Select the “Burn” button, this time with your LEFT mouse button. Insert a blank CD in your CD Drive. You should see something like below. Now all you have to do is find a file you downloaded, select it with the LEFT mouse button, and drag it into the “Burn List” area of Windows Media Player. Select “Start Burn”, and wait. The CD should pop out when it’s done. Label your CD and try it out on your CD player!
Last Note: If you have an MP3 player that will take a Data CD, you can store up to 700MB worth of files on it. Your computer can read either, by the way. I’ve been able to get whole MP3 series’ on a Data CD. The process is the same as above except that you have to select “Data CD” on the RIGHT mouse menu over the “Burn” button. You can drag the whole series into the “Burn List” area of Media Player then. The capacity bar will show you how much would be remaining on the disk should you to burn it with the list of files you've dragged in.
Suggestion: create a folder on your PC with the series title you are downloading under “My Documents/Music/Gene Cunningham”. That way Microsoft Media Player can find them quickly (and you can always get to the downloaded files easily). Here I’ve downloaded all six lessons in the Divine Mentor series. Leave the window open with the lessons you downloaded (or open the folder). You'll be dragging one of the files from it into Windows Media Player in the next step. 
Step 3) Set Media Player Burn parameters. With your cursor on the “Burn” button of Windows Media Player, click the RIGHT mouse button and select the “More options..”. Unless you bought “52X” CD blanks, I’d recommend setting the “Burn” speed to “Slow” as shown on the right. If you're like me, you bought the cheaper kind of CD blanks 
. If you’re brave, you can try “Medium” which won’t take as long to burn. 
Your computer can read either, by the way. I’ve been able to get whole MP3 series’ on a Data CD. The process is the same as above except that you have to select “Data CD” on the RIGHT mouse menu over the “Burn” button. You can drag the whole series into the “Burn List” area of Media Player then. 
The capacity bar will show you how much would be remaining on the disk should you to burn it with the list of files you've dragged in. 