To date, I've always downloaded entire music albums to my hard drive and burnt them to disk via Nero. I usually use Mininova and uTorrent. Is it possible to just download only the tracks I want off an album by placing ticks next to the tracks in the window that appears just before I start the download? I take it that the unwanted tracks are then not downloaded? Finally, if I wanted to make a compilation of say six tracks from six separate albums, I take it that I can add these into the Nero compilation window by browsing for each on the HDD one at a time and adding them into the Nero compilation window?
Just read second half of your question, I don`t use Nero, but you can definitely just burn separate tracks off different albums With Windows media player.