If you've been using iTunes to download the music for your iPod, you can just burn CD's with iTunes. Considering Apple's proprietary codecs that might a good idea. (Though I don't know why you need to make CD's to play things on an mp3 player.)
Also, you can either burn CD's with .cda files (CD audio) (iTunes does this), which can play in any CD player, or .mp3 files, which mean you can fit more files onto the CD but that only MP3-capable machines can read (use a different burning software).