Firstly it depends on the format of the music , is it mp3 for example ? once its on your hard drive downloaded from the card, you need to make it a format that can be burnt to disc - mp3 is fine, but certain Stand alone CD players wont play these (Some of course will) so it may be better to convert the file to a WAV file (theres a free programme called Switch that converts one format to others,
http://www.nch.com.au/switch/plus.html
- you then need burning software , Nero / Roxio for example (amongst others) I believe Windows media player also does this and burn to disc.
So as a step by step guide
(a) transfer from card to PC
(b) convert to a format such as mp3, WAV
(c) burn as an Audio CD (as opposed to MP3 CD)
(d) Voila :-) Bobs your uncle
Good luck