First of all, welcome to our forum!
Assuming you are talking about legal downloads, it may still be possible to fit them onto CDR.
Forgot exactly how to go about it, but it has been previously discussed on this forum, I believe it had something to with the mode you are burning it... And then of course there are bin files of 800 MB, but the actual data being less. And last but not least, the option of higher capacity CDRs and the option to overburn.
Furthermore, please use a more describing title for your post, so people can easier identify what it is about and perhaps help you quicker (some people ignore posts like this, but had they know what it was about the could have helped you)