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You can try ImgBurn. Select the Write mode, and then press the “Create CUE” button. In the window, select a folder where you have the mp3 files. Set the file names in the exact order you like using the navigation buttons to move the file order, and then press the OK button
ImgBurn will build a CUE file with all the songs in the exact order you selected in the list. Once the cue file is ready, again in Write mode open the CUE file, insert a blank CD in the burner, and start the burn.
This should work