From your question, I wasn't sure if you wanted an editing program like Astro describes or just something to burn different songs. For burning, imgburn works nice and is free. If you're going to be editing tracks, try Audacity like Astro suggested.
FWIW, Audacity does a great job, and has been an incredibly helpful modding tool... As for simply rearranging the order of songs on a cd, that is as simple as Astro stated - WMP can do all of that. If you dislike WMP, iTunes can also do the job, as can winamp etc... All free!!