eMule is a P2P file sharing application like LimeWire or FrostWire. If you have it installed, open it and connect and just type in the name of what you are looking for and when the results come in right click on the file and click download. I don't think you can burn a CD in eMule; you would need another program to do that. You can select what folder you want to save your eMule files in and work from there to listen or burn or whatever.