You don't have to pay $$ to burn audio CD's on windows
Exact Audio Copy will burn audio CD's for free http://www.exactaudiocopy.de/

download these freeware programs: flac frontend to decode .flac's to wav, Michael K. Wiese audio compression tool to decode .shn's to wav, and the Monkey's frontend to decode .ape's to wav

verify that your downloads are sucessful by running the md5 (shn) doing a flac test (flac), not sure about ape

once the wavs have been decoded, drag and drop them one at a time into Exact Audio Copy (use tools > write CD-R) and burn. name the files (triple left click) if you want to write CD-text

24 bit flac files cannot be burned to audio CD. go here:
http://24bit.turtleside.com/

You can listen to flac's (including 24 bit even if you don't have a 24 bit soundcard, it will dither?, truncate and downsample for you) and shn's with Winamp without decoding to wav, just download the flac and shn plugins, don't know about ape's

I believe Windows will burn data CD's with its own internal program for archiving the flac, ape and shn files. It is a good idea to archive, esp. if you trade and mandatory if you seed/reseed here. Archiving to data DVD-R is much easier cause you can burn lots of shows on 1 disc. I don't know if Windows will burn data DVD-R's without an additional software program.