Um, there are no wizards involved. Burning and ripping are very common and easy-to-do processes in the mp3 world.
Burning is simply the process of taking songs on a computer and placing them on a blank CD. It's how songs get onto a CD that would at the store. To burn songs, you simply need a blank CD (which you may either have lying around the house, or can buy in bulk at a local electronics store), and a computer that has a CD or DVD burner (all recent computers have at least a CD burner, so this shouldn't be an issue). You simply pop the disk into the computer, open up iTunes, place all the songs that you want to transfer to the Clip in a separate playlist, and then select the playlist on the side column. When you select the playlist, a button should appear in the bottom right corner that says "Burn Disc." Press that burn and let iTunes do the rest. When iTunes says that the process is complete, eject the disc, and there you go--you have those songs stored on that CD.
Ripping is equally as easy, if not, easier. You simply open up a different media program, such a Windows Media Player, and then insert the disc. You go to the tab thats says "Rip" and the tracks should appear as "Track 1", "Track 2", and so on. Then simply press "Start Rip" in the bottom right hand corner, and WMP will do the rest. Once done, you simply edit the track info and can sync the songs to the Clip use the "Sync" tab in WMP.
The whole point of this is to bypass iTunes. Tracks purchased on iTunes are encoded with DRM that make them incompatible with anything other than iTunes/iPod. This is the case unless you purchase DRM-free "iTunes plus" songs.
You can think about it this way: Through burning, you are helping the songs "escape" the prison that is iTunes. And by ripping, you are "relocating" those "prisoner" into a "refuge," which in this case is WMP.