How do I transfer the audio from the software onto a cd for playback elsewhere?
You can record the sound played by your computer, then burn the audio file onto a cd. Capturing the audio from your sound card and that which comes out of your speakers requires specific software. There is some freeware that can do the job. Once the you have an audio file, you can burn it to a cd using a program like Windows Media Player. See more details about transferring the audio to a cd.
