Pen,
Best bet is to place them on the HD, then burn the Cd in one setting as described above. you also can then edit the files on the HD for normalizing, and eliminate possible defects if you find any you do not like.
Sky,
Tedious, but take each track you plan on making, and either place to HD in MP3 or wave format (wave if you have enough room) then edit to normalize volume and try to rid yourself of any annoying noises, etc. then burn to CD.
Of course if your vehicle's stereo can play MP3 disks (muhahaha ...) then you are done, and have a large collection of music on one CD for the vehicle.
