OK, what happens is you get a small group of people who each make a CD, copy it, and send it to all the other people in that group. Usually we have groups of 3- 5 people.
Yes it would be easier to just swap MP3's but it's a bit anonymous and dull.
Half the fun is making the artwork for the box, including bits of paraphenalia in the envelope, being surprised when you hear a mystery track on the end of the CD, having something physical you can hold on to, etc.
Please replace the handset, and try again.