To copy your music to a CD in Nero,
Just insert a blank CD and start up Nero Express. In the following window, select if you want to create a Data CD or a Music CD.
A Music CD will play on all MP3 players, even the older ones, but the file size of each written file becomes too much. Also, most new MP3 players can manage MP3 files, so you should rather write a Data CD. In the next window, just click the Add button and add all the files you want to your compilation. After you are done with it, click on the Next button.
Select your DVD Burner and add the label and click on Burn. Your music files will be burnt on the CD and the recorder will eject it once the process is complete.