You don't tell what browser you use (Internet Explorer, Firefox, Chrome, Opera, to name the 4 most common), so I can't be specific about HOW to do what you must do. But I can tell you WHAT to do in your browser.
And that's setting the default folder to store the downloaded files to something else than the CD-drive. Some people download everyting to the desktop. Others prefer to have a dedicated folder on the hard disk. It's your own choice. But a CD-drive is rather unpractical indeed. If I were you, I should change that setting.
Kees
I have an Acer laptop I recently purchased. I know it has built-in storage capabilities but whenever I attempt to download anything to store, a message appears saying that I must insert a CD. Why won't the unit simply use it's built-in storage? What kind of CD must I buy? I bought the unit mostly for surfing the web but once in a while, I find an interesting article or image that I want to save. I am not computer savvy so I am probably doing something wrong.

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