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!