Be aware that you are violating US Federal Copyright law in doing this. I don't recommend it at all.
The .lst file is only pointers. It contains no CDG files. That is why you can't burn a copy of it. All the CDG files on a CDG disc are typically 30MB - 50MB in size, so a disc full will be around 700MB in size. It's really not feasible to transfer them by Internet.