Roxio would have to support drag to disk or its old DirectCD with DVD support but what you discovered is proper without more software and besides there are other reasons for this to fail.
As posted, this was supposed to fail. Nothing busted.
I have Windows XP Pro SP2 as my OS. When I try to save a document directly from Word onto my DVD I get the message that is read-only. The OS does see the DVD drive because Roxio can burn to the drive. I prefer saving directly to the the drive from Word. What could be the problem? Thanks.