You want it on a cd specifically? Or would a blank dvd work for you?
To convert it to dvd-video and burn onto a blank dvd, you can use either DVDFlick or AVStoDVD. Both can be set up to burn automatically if you like.
The only tricky part is this....you have to go into the settings and make sure that the dvd is being made with the correct specifications for the country you are in. If you are in the US, you need to set them to output as NTSC. Most of the rest of the world uses PAL standards.
DVDFlick is generally regarded as being slightly easier to use for newcomers, so I would try it first. There is a link to a guide for DVDFlick at that site in .pdf format. You should look through it.