In order to play and burn the files you will need some plug-ins. To play the files using winamp place the file in_flac.dll in your ...\Winamp\Plugins folder.

To be able to burn audio CDs with them using Nero Burning ROM place the file nxMyFLA.dll in ...\Ahead\Shared\AudioPlugins (if you're using Nero 5) or in ...\Program Files\Common Files\Ahead\AudioPlugins (if you're using Nero 6).

For futher information and updated versions of those plug-ins, please visit:
http://www.winamp.com/plugins/browse.php?ctype=P&category=6
http://neroplugins.cd-rw.org/