Use an MP3 Cd to play on you dvd player or a cd player that can play MP3 CDs. The Windows version of iTunes can be used to create MP3 CDs.
Step 1
Open iTunes.
Step 2

Go to Preferences.
Step 3

Click on Advance, next Burning, and finally on MP3 CD.
Step 4

If you have a playlist skip this step, to create a playlist just drag your songs, artists, or albums into 'Source' sidebar .
Step 5

Go to the playlist you created then click on Burn Disc
Step 6

Finally, it's burning the Mp3 CD and should be finsih.
Tips
- You can use a Mini-Cd to burn an Mp3 Cd which would hold a couple of albums.
To show Browser: Go to Edit then Show Browser
Warnings
- MP3 CDs can not burn music purchased from the iTunes Music Store because it's digitally protected and it's in a different format.