burn it onto a DVD. it has more memory
The maximum amount of memory on a CD holds less than 80 minutes of music. Linkin Park plays 90 minute shows. It is not physically possible to burn it on a CD.
There are alternatives, though: You can burn it as an mp3 CD to use with mp3 enabled CD players, but only if you have one. Burning it onto a DVD is possible but it is not compatible with older speakers. Or, you can get a set of speakers that allow you to plug your mp3 player into.