In a nutshell, no. Here's why.
To make an Audio CD, you can't use something DirectCD or InCD which treats CDRW as a slow hard disk. To wit, the CD must be created in the accepted AudioCD format. A link will be provided to answer ALL CD Recording questions after I finish your answer.
That means we can't use that. But why can't we record to Audio CDs direclty? The simplest reason is that the 1X speed of CD recording is 150 KiloBytes Per Second (KBPS?) Reference http://reviews.cnet.com/4520-7613_7-5135505-2.html Your download speed is unlikely to be this fast.
This is the simplest reason why you must download to the hard disk, make your collection, then use CD recording software to create the CD.
More reading at http://www.cdrfaq.org/
I would like to burn cd's without downloading music
to my harddrive.Could i burn from a cd player to a cdrw.Any help would be appreciated.