You'll need a line-out or headphone socket on your record player or amplifier. Connect that to your sound card line-in socket to get the music into your PC. Recording software will probably/possibly come with your sound card.
When it's recorded onto your PC, you can use Nero to burn it onto a music CD.
Are the "click here" working, every one I have tried today takes me back to the PCA Homepage?
As stlucia says there are plenty of threads on this subject (3 today). Apart from the connections from Hi-Fi to computer you will need some recording software. A good free one is JetAudio from click here You will need to copy to your hard disk first and then use Nero to burn an Audio CD. Personally, I use LP Recorder and LP Ripper from click here LP Recorder will record it as one long .wav file and LP Ripper will split it back into separate tracks again.
Something is changing in the forum today -- the search function has a different look to it and, as you say, since lunch time the links produced by the search take you back to the homepage. To produce the "click here" above I clicked on properties of the thread, and cut and pasted that, but same result.
If Nero Express has Nero Wave Editor you can download a PDF tutorial (with pictures) from the Nero website: Capture audio files (to PC) from a cassette or vinyl player - click here - go to the last item in the list (the other tutorials listed should be helpful too). Once this is done you can burn a disc. Good luck, G
If you prefer some cool vinyl-looking CDRs for your vinyl-to-CD collection have a look at these - click here. Quite expensive, but you only live once! If you do get some I'd suggest first experimenting on some cheap CDRs (or CD-RW discs) until you're satisfied with the results. G