How do you download music for windows media?

Specificallt for Windows Media Player? Or you just want music that can be burnt using the program? If so:

www. albumbase.cxm

just change the x. Sign up =>check e-mail for registration => search for album or artist => click link, check if it's working (if not, try find another link) => go to site (rapidshare, megaupload, zshare etc.) => KA-CHING! your in business baby...

If you'll be doing a lot of downloading, it might be a good idea to get a premium account with rapidshare/megaupload, as most uploads are done to these sites, and without an account, they only let you download so much, like 2 times a month or something, I'm not sure...
Hope that helps!

Windows Media Music
Another idea you could try is downloading a program such as Limewire (that is free) or a music download program such as iTunes, that you have to pay for.

Here, you can make a folder when all your downloaded music goes into. When wanting to burn the downloaded songs, highlight the ones you want and right click on them. Press "OPEN WITH WINDOWS MEDIA" and your songs will be open in Windows Media Player.

From there, press "BURN CD" and voila you can burn a CD. : )