CDs - sometimes these are CDRs, sometimes not. Usually this term is used in a very generic sense to mean anything on a compact disc.
CDR - a CD made on your computer (or some sort of CD copier). When you buy CDs at the store to use to burn stuff from your computer, they are CDRs. In bootlegs terms though, it refers to an actual audio copy (from a master or copy of a master or silver disc), but some people use the term for mp3-converted-to-audio copies.
mp3 - lossy, but small sized, copies of an audio show. This is one of the formats available when you download from u2bloodredsky. They play on iTunes or WinAmp on your computer. When you want to play them on your home stereo or car stereo, they are converted to audio format and burned onto a CDR. However, since they originated as mp3s, they will not be as good of quality as the original master.
silver discs - what bootleggers make. They get a copy of a show (sometimes even mp3 versions) and make 'official' pressings on special looking discs and usually make a color pamphlet to go with it. These sell for upwards of $20 on ebay. These would be actual 'CDs' and copies of these would be 'CDRs'.
I hope that explains some of it.
It wasn't clear from your first post if you were looking for just some CD with the show (Sicy's site has mp3s and may have this show) or if you were looking for the silver discs (check ebay) or if you wanted a non-mp3 sourced CDR of the show.