Assuming you have Windows XP you can burn cds using the Windows Media Player. It really is very simple - here are the basic instructions:
http://www.compphix.com/burncdwithwmp.html
You really do not need to buy or install additional software.
There are many, many sites where you can buy music tracks that are downloaded to your pc. Tesco has a wide range of music and charge 79 pence per track. HMV is another big name for you to look at.
Google music downloads and see what you find.
There are also peer to peer file sharing sites where you download tracks free. The quality can be dodgy, you could also download viruses and it may be illegal.