So, what happens when you first put in the CD? Doesn't a window pop open that asks you if you would like to "burn" a data, audio, ....CD? If it does that follow those steps.
IF that doesn't work, you can try this:
Open up TWO Windows Explorer windows.
Move them side by side.
Insert CD, and in one pane browse to that drive. Possibly E? It will be empty.
In the other Windows Explorer window browse to your music. Select you music by highlighting it. If they are all in together, click on the first one, hold down Shift button and click on the last one. This will highlight all of them. If they are not all together and you have to "pick" which ones you like, then click on the first one, hold down the Ctrl key and click on each one you wish to highlight.
Once you have them highlighted, click on one and drag the whole bunch to the other side, dropping them in to the "empty" CD drive letter.
You should see them all pop in there.
Once there, you can either go the File - Burn CD, or if that's not available, sometimes if you click the little button on the CD drive to eject the CD, it will ask you if you wish to burn the files you have on that drive.
Good luck! Hope it works.