Assuming that the Windows iTunes works like the Mac one, here's how to burn an album of songs that you've bought: 1. Create a playlist for the album that you want to burn. (File / New Playlist) 2. Add songs to it using drag-and-drop. 3. Select the playlist name under PLAYLISTS. Right-click on it and select "Burn Playlist To Disc". Burning controls used to be a lot more prominent, but Apple shuffled the user interface some time during the last few releases of iTunes. 4. In the Burn Settings dialog, select Audio CD and set the related options. Then click Burn.