"A different way" I meant use Audacity from the beginning as a recorder. Leave the DVD or CD burner out of things for this stage. Audacity will record the music you want in its own format. You can play back on your PC at any stage. When the recording is complete, export it to a folder on your HD. You can edit it if necessary saving as you go. When you have enough files (wav) on that folder you can then use your CD burning software to make a pukka audio CD.