MC for Mac doesn't burn CDs. You'll need another program to do the burning. I've used "Burn" in the past, which is free and works pretty well.
You could use MC to make a playlist or something and then use Rename, Move, and Copy Files to copy them off to a directory if you wanted to. But it might be easier to just use Burn to select the files from your hard drive and be done with it.
You can find Burn with a google search.
Good luck.
Brian.
