The others are correct here, if you want to reproduce a song, you need to negotiate a license to do so with whomever owns the rights to the recorded version of the song.
That said, if you were to buy 10 songs off of Amazon, write them once to a CD, delete all other copies of the songs you downloaded, and sell that one CD, that would likely technically be legal under copyright law, since you are not making the sorts of copies that would run afoul of the law. This would be similar to buying a CD, making a copy of it, then selling or giving away the copy while destroying the original -- which would also be legal under copyright law.
But if you retained the downloaded songs, or made more than 1 copy of the CD, or did anything that would result in more than one person having access to the downloaded songs, then you would be in violation of copyright law.
However, there may be a contractual provision that you agree to when you purchase from Amazon or whoever that forbids this, and if the rights holder decided to sue for copyright infringement anyway, it might be pretty hard to prove that you didn't retain any copies for your own personal use. Seems like a lot of risk for very little gain.