I solely use amazon since I don't like iTunes. I use amazon.de, of course, but I will assume amazon.com works the same. On amazon you download the files as normal MP3s that (as far as I know) you can then do anything with that you want. There's no rights or other restrictions. Although I must say I've never tried to burn them as a normal audio CD. To do so, you need a CD burning software that lets you do that. Amazon has their own downloading tool, but I don't know if it also lets you burn CDs. Don't think so, though, since the files always open in Windows Media Player after they download, so I guess their intention is to make people burn the stuff through Media Player. (I personally would use my burning software, which is Nero Burning ROM, but any other CD burner that does MP3s will do.)