These instructions are for the way most Windows PCs are set up with Windows Media Player as their default media player.  If you have different configuration you may need to alter them.

1. Click on a message on the Messages page to open it in Windows Media Player
2. Right-click on the message in the Now Playing list on the far right of the screen [inline:01]
3. Select the Add To menu option
4. Select the Burn List menu option from the next menu
5. Click the [inline:02] button at the top of the screen
6. Make sure that Audio CD is selected at the top of the right side of the screen [inline:03]
7. Insert a blank audio CD into your CD drive
8. Click the [inline:04] button at the top left of the screen