Vuze is a file-sharing program that makes use of BitTorrent technology. A torrent is a file that has the .torrent extension on the end of the file name. A torrent file is small, and doesn't contain the file you're trying to download in itself. Instead, Vuze uses torrent files as links to where the file is available. You can burn CDs with Vuze files using Windows Media Player.
Click "Start" in Windows and select "My Downloads," or whichever folder you have as your download folder for Vuze.
Insert a blank CD in your CD burn drive. Select "Windows Media Player" from the dialogue option box that appears. Click "Burn" in the program tabs.
Click-and-drag the media files you downloaded from Vuze to the "Burn List" box in the bottom corner of Windows Media Player.
Click "Start Burn" to burn the CD with Vuze downloads.