Once you have created the playlist in itunes use the ile menu drop down and choose burn playlist to disc. My itunes uses itunes to burn nd there you go all ready to go on CD you dont need specific software to burn to disc itunes does it for you.
Countzero – in Stanza are you not able to use stanza desktop to export the books in a different format i.e. epub mobi pdf etc I have used this numerous times and had no problems.