Are you trying to write an Audio CD, or an MP3 CD?
If the latter, you have to convert them to MP3s first.
If the former, well, it should convert themselves, but that's a lengthy process so it might not do it automatically...
if i convert them manually, i would need to re-rip them to the original format .. so i just guessed which were the m4a folders and burn those folders on a separate cd with firestarter .. :-/