Open My Computer, you should then see a few folders. Right click anywere in the window, and Click New then Folder
Name it Downloads.
Now, shrink the window to about half the size of the desktop, which can easily be down via the tray box, Over near your clock, right click in that box and select Cascade Windows.
Now your windows should be smaller.
In your newly created Download folder, you will now want to drag all those files from your desktop, over into the downloads folder.
Click on each package and hold and drag cursor over to the folder and release, dropping them into the folder.
You should always download to a taget folder, makes it easier to locate and organize your data.
Now, open Nero Burning ROM, you will be creating a CD, NEW DATA CD. In the right window, should be the Explorer layout of your file directory. Click on the C: drive, then your Download folder.
Now take those files in your download folder, and drag n drop them over into the left pane, the NERO compilation window.
Watch the progress indicator to tell you how much data you have placed into the CD pane for burning.
When your ready to burn the CD. just Click FILE in the upper left corner of Nero, then write cd.
If NERO opens with the wizard, it will make things easier for you. If it does not open using the wizard, then select the wizard.