Saving music to file

Why is it that when I go to “My Computer”, open my “C” drive then click on “My Music” all that is there are the bells and whistles that windows put in. None of the music files I saved into my Windows Media Player are showing.What am I “not” doing when I choose the option to save current playing selection to file? So, in effect I cannot pick and choose tracks to mix on different CD’s.Whats up with the refresh window that appears all the time? It says “updating” It comes on about two or three times every hour.