Hi
first off you need a decent set of recordable disks, dont use cheap ones,
Now go to
www.powerkaraoke.com and download power CD+G Burner
This simple program has 3 tabs
Burn
Rip
Copy
as the titles suggest what they are i wont explain it.
You choose the Burn tab click add, browse to the folder where the files are and add them in.
For some reason PCDG moves the last file to the top of the list, dont know why, just check they are in the right order if not click the file and use the up and down tab to move them in the list.
Hint to add files click the first one, hold down the shift key and click the last one.
Choose a low recording speed and then click Burn
Job done
I use this tool and its probably the best one on the market, however it does cost a bit but its worth it