I'm running Windows XP Pro (SP2). Right click on a file and select "Send to" and select your CD or DVD drive. You do not have to have a blank disc in the drive. You can insert a disc later, and then right-click on your CD/DVD drive and select "Write these files to CD" to burn them.
You can burn to whatever type of media (CD-R, CD-RW, DVD+R, etc.) your drive supports.
I know it's possible to easily burn CDs with Windows XP -- I've seen the option on other machines. You select a folder or file, select "Copy to CD" in File and Folder Tasks on the left, and away you go.
I don't seem to have that option, though. I'm using XP Pro SP2. Do I have to have a blank CD inserted in order for this option to show up?
Also ... how can I burn a DVD?