Need to burn audio book from Audible.com to CD! Help please!

I am somewhat comfortable with computers, but I am new to this new audio stuff..please help me, I was able to write a music cd, and so I wanted to have a book....So, I downloaded a book from Audible.com and I was wanting to put it on CD's for a long road trip tomorrow. I have windows media player, but it keeps telling me that it doesn't have the rights to do it, plus I can't find what I need to copy it to the cd. I never knew it was going to be this difficult, I have to leave at 3am and it's a 6 hour drive...is there any way I can get this done? I don't understand why it's so hard? I want to listen to this book in the car on the road trip, not on my computer???Help please...I really don't want want to spend $80 on the program from Nero that it looks like I need, as I am not going to be doing this all the time and it's only for personal use...Thanks in advance...Candace

Remove DRM from Audible's audio books (Removing copy-protection from .AA files)

You can burn a data CD or DVD with any audio books or spoken word content in your iTunes library. You might want to do this to make a backup copy (or archive) of all your audio files, or to transfer them to another computer.

To burn a DVD, your computer should have an internal SuperDrive and Mac OS 10.2.4 or later. Some third-party DVD burners may also work. You can store about 650 MB of files on a CD, and about 4.7 GB on a DVD.
To burn a data CD or DVD

1. Open iTunes.
2. From the iTunes menu, choose Preferences (Windows: From the Edit menu, choose Preferences).
3. Click the Burning button.
4. Choose Data CD or DVD as the Disc Format.
5. Click OK.
6. Create a playlist that includes all the items in your library (see steps above), or all the items you want to back up to the CD or DVD.
7. Select the playlist you want to burn to the CD or DVD, then click the Burn Disc button.
8. Insert a blank CD-R, CD-RW, DVD-R, or DVD-RW disc, and click Burn Disc again.

Any audio files in the playlist (MP3, AAC, AIFF, WAV, Audible) are copied to the CD or DVD.

If you still can't get it then try DRM free audio books.

Thank you for both Candace, and Steven. Even I was having the same doubt in my mind. But now it has been clarified. Thank you so much.