Hi, hope I can help. First, you need to download the mp3:
1) Go to www.ravearchive.com/mixtapes/Paul_Oakenf...he_Underground_Alive
2) Where it says "Songs", click the second icon below that. It looks like a grey box with an arrow pointing down.
3) That should give you an option to save the file to your computer. (Make sure you have pop-up blockers turned off.)
Presuming that worked, now you've got the mp3 on your computer. Not sure what kind of machine you have, but with Windows you can burn an audio CD a variety of ways. If you have a CD drive, most computers come pre-installed with CD burning software, such as Nero or Roxio.
Hope this helps - let me know if you're not able to make it through either of the steps and we can try to help further
It could be that there's an issue with that particular mix, in which case we can try to re-upload it for everyone.