Hello Buddacup40,
Thank you for using Apple Support Communities!
I understand from your post that you are trying to burn music to a disc but are getting an error that a song from Apple Music cannot be burned to disc. This is correct. If you downloaded the song for offline use from Apple Music it cannot be burned to a disc. Apple Music is a subscription service and the monthly payment for Apple Music pays for the subscription, not the individual songs. If you purchased the song from iTunes, you will need to download it from your purchases and then it can be burned to a disc. This article will provide you with the steps on how to download your purchased items:
Redownload apps, music, movies, TV shows, and books - Apple Support
Best Regards.