@klk: You didn't say what type of computer you have, but on Windows you can use Windows Media Player or iTunes to create an audio CD from the WMA files the DS-2 generates.
On Mac, you can also use iTunes, but you may need to convert the files to another format such as AIFF first. (The software that comes with the DS-2 does that.) In either case, you drag the files into the program, create a playlist, and then click the "Burn CD" button (the name varies).
Read the manuals for those programs (both free) for details.