General Note:
To avoid those annoying 2-second gaps between tracks on audio CDs, make sure you use the Disc-At-Once (DAO) option in your CD burning software or set number of seconds between tracks to ZERO.
MP3
If you have access to a CD player that can play MP3 files, all you need to do is create a data CD of the MP3 files in the proper show order and play it in your CD player. However, many CD players can't play MP3 files from a data CD. Therefore, you will need to burn an audio CD from the MP3 files. Most CD burning software allows you to burn MP3 files as audio discs directly. Older software may require you to convert the MP3 files to .wav files manually. Make sure to burn the audio CD with the Disc-At-Once (DAO) option turned on or set number of seconds between tracks to ZERO to avoid any two second gaps between tracks on your CDs. For PC users, we recommend iTunes for your CD burning needs, though plenty of good alternatives are available.
FLAC
Using the appropriate software for your operating system, uncompress each of the FLAC files into WAV files. The .wav files are what you will need to burn an audio CD that can be played on most CD players. Keep in mind that not all CD burning software can burn WAV files. Be sure to check compatibility with your software. After the WAV files are extracted, burn them using the Disc-At-Once (DAO) option in your favorite CD burning application. Mac Users can use iTunes to burn Music CDs. For PC users, we recommend iTunes or Nero (http://www.ahead.de/) for your CD burning needs, though plenty of good alternatives are available. You can also try this free (flac decoding) burning software: http://burrrn.en.softonic.com/
ALAC
Apple Lossless is native to iTunes. iTunes will make any necessary conversion to burn the optimal quality music CDs based on your settings.
FLAC-HD / ALAC-HD
These are 24 bit files. CDs only hold 16 bits of information and CD players only read 16 bits of information. The 24 bit HD files can be converted and burned as 24 bit Wav files to a DVD-R and played through a DVD player connected to your home theatre. To make a CD copy you would first have to convert the 24 bit files to 16 bit.