BurnAtOnce is a free cd burning application based on the open source cdrtools/cdrecord for unix systems. Both cdrtools and the BurnAtOnce GUI are very stable and easy to use. Best of all they are free. You can download BurnAtOnce at http://www.burnatonce.com/
If you have associated the proper filetypes such as .cue with the burnatonce software then all you need to do is double click the .cue file and burnatonce will load the cuesheet for you. If you did not associate the filetypes then simply click on file > open at the main menu.
If you have more than one cd writing device or want to change some settings then click settings > Device settings and configure your cd writers. ember this for installing and running other applications. Once complete you should see the screen shown below.
Once you have everything in place then simply hit the write button at the top right of the menu. You will then be asked to confirm the cd writing action and be notified how much space will be taken up on the blank disc. At the confirmation screen click 'ok' to begin the burning process.