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Depending on what
CD burning software you use, such as Roxio or Nero, you should create a new project as a Data CD. Although you are burning audio files to a CD, you do not want to choose the audio option because an MP3 CD is a Data CD. After that, you can put the MP3 files on the CD just like you would any other kind of data disc.
For an MP3 CD, I recommend using CD-R discs instead of CD-RW mainly because CD-R is usually a bit cheaper than CD-RW. Be sure you close the session when finished burning the files, as this makes them work better with different model MP3 CD players.
You should resist the temptation to get one of those sticker labels to put on your newly burned CD, as these are known to cause problems for making the CD too heavy or too thick. Although it won't look as nice, your best bet is to get a Sharpie and manually label the CD.