Keep getting error message "...is an apple music song and cannot be burned to a CD"

I'm trying to burn an audio CD from my ITunes library of 2200 plus songs, and I keep getting this error message on some of the songs when I go to burn the CD. It looks like these songs needed to be downloaded, so I went ahead and did that, but I'm still getting the same error message.

Do I need to reboot the computer, or what do I need to do to keep this message from appearing every time I try to do this? Very frustrating!! Thanks for helping me fix this problem!!