How Do I Make My Own Mixed C.D.?

So I've gotten tired of my radio stations... they just play the same songs over and over. I want to have my own mixed C.D.'s with all my own favorite songs on them. Where do I start? Where is a good and free place to find all my songs and then where do I go from there? Do I need to download some kind of music converter or something? It was so easy when Limewire was around, is there anything now that is similar to it? If not, could you please tell me some good and free places to go and what steps to follow??