Burning MP3 CD's

I haven't been here in a bit, but I know I can always get good info.
I used to burn a lot of compilation CD's from my collection of CD's, but I forgot more than I can remember about doing it. I have Windows media player and EAC as well as Audacity. Just burned a CD from a few MP3's I have and the order on the playlist didn't match what came out on the CD at all, it all burned it on CD grouped by artist.
I would like to have it burned with it mixed with what I would like and in the order I decide, instaed of the order Media player decides.
I'm also using MP3 Gain to level all the volumes so there somewhat the same. I have all sorts of music as well from Mark Knopfler to the Who, with a bit of jazz and softer music as well.
I would like to know the best ways to go about doing this as well as making a few Music DVD's as well, and also keeping the best quality along the way. Any suggestions would be greatly appreciated.

 

Most CD players will play back the files on an MP3 CD in alphanumeric order. If you want them to play in a specific order each file name would need to begin with a number, in the order that you want them to play.