There are a thousand methods. The hardest one I've tried is using
cue sheets -- EAC creates them, but it's not easy to manipulate for
a compilation. The easiest I've found is a not free, but not expensive
program called CDRWin. If you've ripped your music to individual
wave files, you can select a list of .wavs and it will write them.
It's always written high quality CDRs for me. If you haven't gotten
something going yet, I can review my process and give a more precise
description.

Skip