CD BURNING PROBLEM

I HAVE JUST RECENTLY SIGNED UP (9-15) FOR A TRIAL MEMBERSHIP WITH E MUSIC AND DOWNLOADED ZINF. WHEN I ACCESS THE DESKTOP FILE WITH THE DOWNLOADED ALBUM FILES USING ROXIO'S EZ CD CREATOR 5.O IT STATES THAT THERE ARE NO AUDIO FILES PRESENT. THEY SEEM TO BE RMD OR REAL MUSIC JUKEBOX FILES OF SOME SORT. I CAN NOT CONVERT THES FILES TO MP3 FILES WHICH I CAN BURN TO CDR'S. AM I DOING SOMETHING WRONG? IF YOU HAVE ANY SUGGESTIONS--PLEASE SEND THEM ALONG. 

THANKING YOU IN ADVANCE FOR YOUR PROMPT ATTENTION TO THIS MATTER

STEVE PREGOSIN