if I download an mp3 froma website, it just opens in Windows Media Player....therefore there is no file to put in a disc burner program. How would I create the song as a file?
Since you mention Windows Media Player, I assume you are using Microsoft Internet Explorer 5.x or 6.x. In this case, you should right click the link and choose Save Target As.... This will bring up the save file dialog box, and you then save it to My Music or what ever.
The right-click/Save As... only works if the target URL is actually the file itself. However, if the site allows only streaming (real-time play, no saving to disk) then what you'll end up saving is just a small file (often .m3u or the like) containing a one-time temporary URL pointing to the actual mp3 file.
There are other schemes also, some can be bypassed relatively easily, others are a lot more difficult, if not impossible.
If the site offers a choice between "streaming" and "downloading," select the "download" option. Otherwise, (and I hope I'm not telling secrets out of class here) what you can do is open your wav recorder while the mp3 is streaming, save the resulting wav file, and then encode to mp3. It can be argued that you lose a little fidelity, but usually the loss is not noticable.
Fred
If it's an *.m3u or the like, just save it, and then open up the m3u with notepad and the url for the actual file will be in there. Same thing for those other files... I forgot the extensions, *.apx blah blah.
Then you can just make an *.html file with the link to the URL yourself and do "save target as" etc etc etc...
You guys probably already knew that, it's fairly simple to get by any of those. I haven't found one I couldn't get past yet :P.
Ev