Create a playlist with the tracks you want to burn. Right-click on the playlist and select "Burn Playlist to Disk". Make the settings as appropriate - you'll want "audio CD" to play in normal CD players" and insert a blank disk. CD-R usually works better for audio CDs than do CD-RW disks.
ok. I do see that now. I guess I was looking under albums or somthing but I was not seeing that burn to playlist. So for any other noobs that need help, you must click on the playlists tab (at the top where it says songs, albums, etc) then do as stated above.