@Moderators,
Is your intervention needed here?
I think the problem all along has been Windows Media Player. If joanh drags the WAV icon into the Media Player playlist then from there into the burn list, it should work, as was said a long time ago. The exact method to do that changes from version to version of WMP and we don’t know what version of Windows joanh has, so we can’t help.
Hopefully CDBurnerXP will be more intuitive.
Gale
Sorry to everyone if my fuse has been a little short this last few days. Having used computers for so many years I find it extremely frustrating when I just can’t get my head around something. I always knew it would be one small thing which was going wrong and thanks to help from the members of this forum I now know what it is. Set up in Properties instructed the file to open to Irfanview instead of Media Player so everything was, to all intents and purposes, disappearing as soon as I saved it. Now I have forgotten how to change it to Media Player again but will work that out with your help.
Back to the drawing board.
Whoops Audino, getting a bit personal there, aren’t you? 
I asked for help not insults. I have already admitted my mistakes by asking for help and with the required help I have found the one small step (which, I might add, isn’t mentioned in any instructions) and should now be able to actually go ahead and burn the CDs.
Thanks again to those who offered constructive advice.
Thanks to you, too, Gale. The problem actually was not with Media Player itself but with the original set up in Properties which instructed WAV files to open in Irfanview so, once saved, they did actually disappear. I think I am now on the right track.
You can make WAV files always open with WMP if you want. Right-click over the WAV file. Choose “Open with” then at the bottom of the list, choose “Choose Default program”. If WMP is not in the list, click the pointing arrow to show more programs, or browse to where WMP is in Program Files. Then select WMP and make sure “Always use the selected program to open this kind of file” is checked before you click OK.
If you are on Vista or 7, you can find Windows Media Player by clicking the Windows globe bottom left then typing “Windows Media Player” (without quotes). Then double-click WMP when it appears in the search results.
If you can tell us or remind us which version of Windows you have, we can give you much more precise instructions.
Gale
Hi everyone, me again. I have succeeded in burning my first CD - yaaaah!! Only problem is that it has recorded as one track rather than the 20 individual tracks on the record. Once again, I am sure I am doing one small thing wrong, would appreciate any help please. 
Thanks again.
See this page from the Audacity Manual: http://manual.audacityteam.org/help/manual/man/splitting_a_recording_into_separate_tracks.html
WC
Congratulations 
The link that waxcylinder posted should help with your other question, but feel free to post if you get stuck.
By the way, which program did you end up using for burning the CD?
Microsoft Media Player. We have never had any problems with this program so decided to stick with what we knew. Will have a look at the link to see if we can decipher it. Again, thanks everyone.
Sorry, I am back again. I at least have some idea now about splitting tracks so will work on that my real problem is at the very start of the process. How the heck to I stop external sounds from recording? I have to sit in complete silence, hoping that the phone won’t ring or the dog bark as it is picking up EVERYTHING. Also, before you direct me to the manual, I find every time I try to access the manual except through links provided on this site, my computer freezes and just won’t recognize the address. I am told this is a wonderful tool but it really is not user friendly for beginners. Perhaps it is when you have the whole manual, but, as I said, I cannot access it.
Regards to all,
Joan
Please tell us how this turntable and cassette player connects to the computer, and what version of Windows you are on.
Does the player connect to the computer with a USB cable? Then it is simple, set the Audacity input Device in Device Toolbar to record from USB Audio CODEC then it cannot record the dog barking. Here is the page Audacity Manual .
How are you accessing the Manual? From Help > Manual (in web browser) in Audacity?
Gale
Thanks Gale, this is turning into some kind of epic, isn’t it? I am starting to agree with Audino’s unkind comments about my computer literacy 
I am using Windows XP, the player connects through a USB device so will have a look at that.
I have tried accessing the manual through the Help tab and also by entering the site in my search engine but it just doesn’t accept it anywhere. For some reason I can only access the manual through links supplied on this list. A nuisance to everyone really although I imagine this never ending topic has caused some amusement to the 100+ who are following it 
Regards,
Joan
If there was no Manual on your computer (this will be the case if you obtained the zip of Audacity instead of the .exe installer) then Audacity should not freeze but open a window telling you how to obtain the Manual.
If you click this link Audacity Manual and save it as bookmark in your web browser then you can open the bookmark and go wherever you want in the Manual.
Gale
Well I am afraid I am giving up on Audacity. Thank you for your help everyone but it really isn’t for me.
Firstly, Gale, there is no USB Audio CODEC in my toolbar, I have it set on USB Audio and have had from the start. Now, when I try to record (after touching nothing), I get an awful piercing noise, which fills the recording area in purple. Now, I think I have managed to pick up some kind of virus as the desktop computer will no longer open attachments or links to anywhere on the internet, hopefully I haven’t infected anyone else. I have always found freeware software to be a problem and this experience has just confirmed that opinion. It goes to show that you get what you pay for, I guess.
Good luck to all the users and a big congratulations to those of you who can actually get the result you want from it.
Regards,
Just so that there is no confusion regarding the last comment - here is the virus report from 41 ant-virus scans of the current, recommended Audacity installer, downloaded from the Audacity web site:
SHA256: 1a15cbc8ce2a93cec9b6cfbd403fcadac8821707b93d757c0b7c7339f4b61aac
File name: audacity-win-2.0.1.exe
Detection ratio: 0 / 41
Analysis date: 2012-07-27 11:46:31 UTC
That means that 41 foremost antivirus scanners found Audacity to be virus free.
Of course we cannot comment on the safety of other software, free or otherwise.
This is common with USB playback devices:
Missing features - Audacity Support .
Did you pay enough for the player? There is a lot of rubbish USB hardware out there. Audacity only records piercing noise if your player device or its cable sends that.
Either way, Audacity cannot record barking dogs if you were really selecting the USB player as input device.
Good Luck to you, too.
Gale
Thanks Gale, I wish I could show you my screen when I try to record. Certainly have USB Device selected, we thought we had sorted the external noises and squealing but it still does it.
Don’t know how much is ‘enough’ to pay for anything but it proves to me that shopping on line isn’t always the way to go. Buying in person from a reputable store at least guarantees some backup.
Not to worry, I now have a good turntable to listen to my records on, something I haven’t done for some years.
Regards,
Joan