We're crossing posts here.
That website will convert a YouTube video to MP3 and allow you to download it to your computer.
From there you can either copy the MP3 to a CD (if your CD player will play MP3 CDs) or you can create a "Music" CD, which will play on anything.
If you have any commercial CDs, put one into your computer and "explore" it - you will see that it doesn't contain a simple list of the tracks on it.