Data Burning-

Data Burning is basically compiling a new CD containing files. Data Burning programs are now being included with most operating systems to make the process as simple as "drag and drop".

What you need - 
1. A CD Burner ( usually indicated on the front of the drive)
2. Some sort of Burning Program

Tips - 70% of unsuccessful burning sessions are caused by fragmentation of the hard drive so it is a good idea to de-fragment your hard drive before burning multiple CD's.

Here is some of the good, available burning programs.

Nero Burning Rom

                

Easy CD Creator

Windows XP Included Program    

Note Windows XP users The Microsoft burning program is integrated into the operating system.