Use winamp 2 or 5 with flac plugin or convert them to wav using flac frontend. You will be able to play them then on most media players and from wav you can burn the files to CD.
don't_stop_me_now wrote: I used FLAC frontend but there are always errors...
Make sure you have finished the download first. I have downloaded them all, and not had a problem with them at all.
I use Linux though, but noone else has reported persistent problems