you can get a wire with phono plugs (males) at both ends and connect one end to your recorder's headphones hole and the other to your mic hole on your computer.
Then you can get a recording program, any shareware program like goldwave that recognizes the microphone, and press play on your recorder, and record on the computer screen, and you can save them as .Wav files.... you can burn them onto an AUdio CD the same way you normally would..