Burning my songs from ITunes playlists.

Hi everybody.My Question is.I have a MacBook Air,with no DVD/CD writer.But I do have a Samsung external DVD/CD one.I would like to burn my songs from my playlists in ITUNES so I can play them in my cars CD Player.

I have tried connecting my external player to my Mac,opened my songs in a play list,and a pop-up window is telling me to go to FILE and look for "Burn to Disk"It's not there.I am a bit new to Apple and learning every day.Please can someone point me in the right direction.Thank you Dave.