I'd like to have some of these tracks on a CD/mp3 player, however when I save them to my PC, they are "data tracks". Does anyone know about converting these or know of a site that might gives some details?
These are Real Media tracks. You would need to extract the audio from them, which I think crosses into the area where I don't want to go on the board. I don't want to judge whether or not you have fair use rights to convert the files and use them differently than the copyright holder intended.
There is a product that may or may not be legal in the long term, although it is today. It's called Total Recorder. It's a virtual sound card, and it lets you record the audio out of your regular sound card using this virtual sound card. How you use this is up to you.
Check Google for this one. There also used to be a program called Streambox VCR that had these features, but it has been pulled from the market. I think that one was found to be illegal, or they went away to due to DMCA takedown notices.
Download Audacity (search Google for it - it's on Sourceforge). You can open mp3 files or wav files or turn one into the other if you have the correct codecs installed. Search for LAME mp3 if you need codecs.