So you are using the killer Amarok music application under Ubuntu, but when you try  to "Burn this Album", the menu item is grayed out and otherwise disabled. The reason for this is because Amarok is a KDE application designed to work with K3b, the cd burning application for KDE, but it's not installed by default in Ubuntu. (For that matter, neither is Amarok)

Here's what it looks like before:

Just open up a terminal prompt, and type in the following command to install K3b and the mp3 writing library in one step:

sudo apt-get install k3b libk3b2-mp3

Now when you right-click you'll notice that Burn This Album is working.

You can burn the album easily by just selecting the CD writer that you want to use, and clicking the Burn button.

You might want to disable the completely obnoxious trumpet sound that K3b makes when it's done burning. Just go to Settings \ Configure K3b, and then click on Notifications.

Your best bet is to click the "Turn Off All" sounds button, although you could select a different sound if you wanted to.