To burn AIFF files to CDs, you must first import them into a CD burning program. Fortunately, whether you are on a PC or a Mac, a free burning program comes installed on your computer. If on a PC, you can use Windows Media Player as your CD burning program. If on a Mac, you can use iTunes as your CD burning program.

On a PC
Step
Open Windows Media Player to use for importing and burning your AIFF files to CD.
Step
Click the "Burn" button to bring up the section of Windows Media Player that allows you to burn CDs. Within this section, a "Burn List" is available. Drag and drop your AIFF files into this "Burn List."
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Step
Insert a blank CD-R into your CD burner. Click "Start Burn" to burn the AIFF files to CD.
Step
Eject the CD when the burning has finished.
On a Mac
Step
Open iTunes to use for importing and burning your AIFF files to CD.
Step
Create a new playlist to use for burning by clicking "File" and selecting "New Playlist." Drag and drop your AIFF files into the new playlist you created.
Step
Insert a blank CD-R into your CD burner. Select the playlist you created, click "Burn Disc" and click "Burn" to burn the AIFF files to CD.
Step
Eject the CD when the burning has finished.