Gather your songs from either the legal download site or from your personal CD collection. Again, it is OK to make mixes, much like those that are sold under the "Totally Country" or "Now!" banners, as long as they're for personal consumption only.
The typical CD-R (R means "recordable") will hold about 20 to 22 songs. Now, you don't have to rip that many (I typically do so as a means to have my own radio station in the car, but rarely listen to the CD track-by-track). I would suggest picking at least 15 or so as to not "waste" the CD-R.

