burning CD's

I’m a new user–I’'ve downloaded a cassette tape of Polish Xmas carols thru Audacity’s equipment to my computer which is running Windows Vista—the file has the transferred music but I can’t get it to download to a CD—I’ve tried twice with no luck and I’m not sure why it won’t download via Windows burning program—I get an error message saying that there was a problem formatting the CD with NO EXPLANATION on why—I’m trying to burn old family Christmas carols to a CD formatt for my family—I’m stuck and need help----ANYBODY

Please see here: http://manual.audacityteam.org/o/man/faq_opening_and_saving_files.html#tocd