<p>Yep, iTunes is really the best way to go. I'm guessing you don't have it, or you probably wouldn't be asking this question. The application is a free download. Once you have it installed, you access the iTunes store through the application. From there you can buy songs to download into your iTunes library. You can also import music from CDs. You make a playlist of all the songs you want, then you can ise iTunes to manage the burning of your playlist onto a CD. It's pretty simple, and there are probably helpful videos linked from iTunes' help menu (there are for most of Apple's other software).</p>
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<p>You can also buy music downloads from Amazon. They have their own software for downloading that you will need to install, but it doesn't manage your files. It's still nice to have iTunes for that part. If you are using iTunes already, Amazon's downloader will put the songs right into your iTunes library.</p>