If you have winXP, just insert a blank cd, then Xp will pop up a window asking what to do with it. Burn files to cd should be one of those options. Then drag what files you want to burn onto it, and find the burn option.
I much prefer to use Nero to burn all my cds, minidvds, dvds, whatever. Programs like that will have a complete walk through on how to do it.
Theres also google, which will have thousands of guides on How to burn CDs.
I've had people come to me trying to burn a blank DVD in a plain CD drive and even trying to put an eathernet cable into a modem in order "to get faster internet cause DSL uses eathernet so I figure if I put on in it'll be fast like DSL"