you need to convert the mp3+gs to .bin files, and then burn them to a disc.
Your burner needs to be able to read the code correctly. Obviously if you have them on your harddrive, you've downloaded them.
Converter - mp3toolz. do a google search for that.
cdrwin is one of a few burning programs that works. Powerkaraoke has one too that supposedly works with most burners... I have no knowledge on that, but in my experience, plextor, pioneer and yamaha burners (older pioneer and yamaha ones) were about the only thing that worked. Check out the makers of CDRWIN at
http://www.goldenhawk.com and they have an everupdating file that lists the burners that work!