InfraRecorder is a free program with an easy interface. It'll do most burning tasks, including making a CD out of a bunch of mp3 files.

I used Nero from the time it first came out, and loved it; but the Nero Express that came with my last burner was a disaster. It wouldn't install. It kept telling me it had to remove the old version of Nero and then re-boot. But it just kept doing that, re-booting over and over. And when I finally gave up and uninstalled it, I found it had left an incredible mess in my registry. It took an hour to get rid of it. I uninstalled InfraRecorder just to compare, and found it had left only a single key in the registry.