This article is from the CD-Recordable FAQ, by Andy McFadden (firstname.lastname@example.org) with numerous contributions by others.
If you want to create a CD that includes songs from several other CDs,
there are two basic approaches:
(1) Use a program, like Easy CD Creator Deluxe (6-1-26), that allows you
to select tracks from multiple CDs on the layout screen. The "wizard"
can walk you through the process.
(2) Extract the tracks you want to your hard drive, perhaps with a
program like Exact Audio Copy (6-2-12), and then write them all at once.
The former is a little easier, and requires less disk space. The latter
allows you to use disc-at-once recording, which prevents the recorder from
inserting a two-second gap between each track.