Certainly a good idea, to make backups of your files. And sorry to read that either you do it the wrong way, or you don't have a burner or your PC is defective (either hardware or software).

The one thing you tell is that it is a R4000. And in http://www.notebookreview.com/default.asp?newsID=2395 I read that it CAN have a burner, if it's configured to have one.

So please tell a lot more than you do now.