I found this in a few different places around the 'net - hopefully it's helpful:

Copy Files and Folders to CDs

Remember when you loved Rubik's Cube, Dynasty, and the floppy disk? In the 1980s, before the World Wide Web and ubiquitous e-mail, you could store 1.5 megabytes (MB) of data on a 3.5-inch floppy and transfer it to another computer so easily. And it was beautiful.

Today? That 1.5 MB floppy won't hold your 5th grader's science report.

Enter the compact disc. CDs have become the new standard for removable storage on the computer. Each disc holds 650 megabytes of data and costs little more than a floppy. New computers are more likely to have a CD drive than a floppy drive, although most still have both. With Windows XP and a CD-recordable (CD-R) or CD-rewriteable (CD-RW) drive, you can copy data to a CD as easily as you can to a floppy disk.

To copy files and folders to a CD:

  • Insert a blank, writable CD into the CD recorder.
  • Open My Computer.
  • Click the files or folders you want to copy to the CD. To select more than one file, hold down the Ctrl-key while you click the files you want. Then, under File and Folder Tasks, click Copy this file, Copy this folder, or Copy the selected items.
  • If the files are located in My Pictures, under Picture Tasks, click Copy to CD or Copy all items to CD, and then skip to step 5.
  • In the Copy Items dialog box, click the CD recording drive, and then click Copy.
  • In My Computer, double-click the CD recording drive. Windows displays a temporary area where the files are held before they are copied to the CD. Verify that the files and folders that you intend to copy to the CD appear under Files Ready to be Written to the CD.
  • Under CD Writing Tasks, click Write these files to CD. Windows displays the CD Writing Wizard. Follow the instructions in the wizard. Do not copy more files to the CD than it will hold. Standard CDs hold up to 650 megabytes (MB). High-capacity CDs hold up to 850 MB.
  • Be sure that you have enough disk space on your hard disk to store the temporary files that are created during the CD writing process. For a standard CD, Windows reserves up to 700 MB of the available free space. For a high-capacity CD, Windows reserves up to 1 gigabyte (GB) of the available free space.
  • After you copy files or folders to the CD, it is useful to view the CD to confirm that the files are copied.

To stop the CD recorder from automatically ejecting the CD:

  • Open My Computer.
  • Right-click the CD recording drive, and then click Properties.
  • On the Recording tab, clear the Automatically eject the CD after writing check box.

I do not have a rewriteable drive on my XP machine because I have it on my

other computer, is this the reason I cannot follow these instructions or

am I doing something wrong?

No, i rather suspect it's because your rewritable drive is actually using a translucent laser for remote instructions.

When those instructions are received the signal, rather than being transferred to your optical disk for storage suffers the effects of refraction and is dissipated into the circuitry of the motherboard in the remote sytem. If you make careful use of your home vacuum cleaner and an extension nozzle, you may be able to collect the lost data. Of course it would be impossible to later transfer the collected data to your blank rewritable disk, and you will need to carefully insert it into the drive door of your floppy drive, in small segments.