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I don't know if there was ever another way but, create a playlist of what you want on the CD. right click on the playlist (sidebar), pick "burn playlist to disc". that brings up a dialog to create the kind of disc you want (audio, CD etc.).
 
Guys

This is odd.My Panasonic DVD players will not recognize a burned disc has been inserted, but a DVD player in my friends' Mercedes plays the CDs and a music-only DVD. WTF?
 
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