A:
When you burn MP3s, know that (1) some CD players simply can't handle them; (2) some players can only recognize a disc that has a number of tracks that doesn't exceed its usually unstated limit (and it's so tempting to put dozens of MP3s on a disc); (3) your CD burner might be incompatible; (4) many brands of blank CDs have very high failure rates (Memorex is by far the worst, with a failure rate of at least 10%; Verbatim is generally good; the very best--Toyo Yuden and Ritek--are usually available for purchase only online and in huge quantities meant for commercial users).
Generally speaking, use a software program that will convert the MP3s you download into the cda format. I use both Ashampoo Burning Studio and CDBurnerXP, both of which are free. In Ashampoo, be sure to select the "Create an audio disc" option, NOT the "Create an MP3 or WMA disc" option.
Hope this helps!