99% of Limewire downloads are possibly in that delightful "Grey" area, so be aware that our learned friends are a bit active on this score.
Your CD Burning software, should give the option to make an audio CD. If the master files are in MP3 format or similar, it will convert those files so that they can be heard on an ordinary CD player.
If you run an anti spyware/adware prog, then it might well flag up Limewire (Std Version) as all of the free P2P progs are advert supported. Limewire Pro however, is clear of this.
Conan