You need to install a burner program such as Nero...
then after opening Nero, you will use the mouse to drag the files you want to burn into the Nero window.
You will see instructions, step by step, in the Nero application to burn a disk.
A program such as Sony Sound Forge is useful to change different formats into MP3 and up-convert bit-rate data...
If windows does not recognize a disk in the drive, well that's a different issue.
If you need to burn CD/DVD with Windows, follow these steps (if you've got WinXP, you won't burn to the DVD):
1. Insert a disk
2. Open your CD/DVD drive in My Computer
3. Drag files which you want to burn
4. In WinXP, select (from left) 'Write these files to CD', and then follow the instructions
5. In Win7 or Vista, select (from up) 'Burn to disc', and then follow the instructions.
Your disc has been burned!