Several ways to burn to disk. See your CD/R paperwork for details, although it's basically the same format, there's different ways of doing it.
Easy way is
>Edit
>Select All
>Right click on any image, scroll down to copy.
>When prompted where to copy it to, Send it to D:, E:, F:, G:, etc, wherever your burner is.
Windows XP it takes care of it. I forget wether 95/98 does.