If you are using Windows Vista or 7 its very simple.

Insert a writeable CD into your burn drive.

Once the autorun window comes up, click to burn files to a DATA disc, NOT a music cd (very important)

In the "Burn a Disc" dialog box type in whatever name you wish for your CD and then click to show "Formating Options"

Select "Mastered" and click next (this will make your cd a one time burn disc that you can use in older pc's and cd players everywhere, like your car!) DO NOT use the "Live File System" format that will not work!

Now a new window will appear, where you can create folders and drag files into, so you can create folders to seperate your songs by genre or whatever you wish or simply just drag .mp3 files to the root folder.

Once you are done (make sure you are not over 700 MB, make it 690 MB to be certain), on the toolbar of that window, click "Burn to disc"

Wait untill the cd ejects, put it in your car and enjoy!