The quick answer is "yes". Assuming your browser is Internet Explorer, and you are using a PC (not a MAC), right click on the sermon and select "Save Target As". Then choose a location on your hard drive to put the file, which for sake of an example, might be called "Sermon.mp3".

After the download finishes, open up your Nero CD burning program and select the option to create an audio (or music) CD. In that window, you can drag and drop the MP3 file you just downloaded. Then insert a blank CD-R disk and click the Burn button. Don't forget to delete the downloaded file and empty the recycle bin when you are done -- it takes up a lot of space.

You can then play the CD in your car or on any other CD player.

 

The long answer is "maybe" depending on what brand of CD burner and software you have.