It is not the most efficient operation, but I routinely use Audacity (free for Windows computers, not sure if there is a Mac version) to extract the audio from YouTube video performances.
I can then take the files and burn them to a CD in any order I want!
The only "problem" is the audio extraction happens in real time, so if it is a 5 minute song, it takes 5 minutes to get it converted to a mp3 or wav file.
I do this all of the time to make practice CD's for upcoming gigs (I am an amateur musicians playing with guys who would kick me out if I didn't makeup for my lack of talent through practice).
Of course, the result is not professional! If there is clapping at the end of a tune it gets cut off. I am sure Audacity has a way to add a fade, but I get what I need out of it!