Why not make a smart playlist that contains each of the playlists you'd like to burn. Then hit the burn button?
(sorry if I've missed something so obvious
that this won't work)
cheers.
Oh, I bet you would like to burn each Playlist to the CD, not just an Uber-long list of tracks. I did miss something obvious, nevermind....I wonder if there is an automator way to do this or a script, perhaps of Doug's?