FILE AND SETTING TRANSFER-SELECTED PROGRAMS AND SETTING- WRITING TO A CD?

I HAVE TRIED TRANSFER AND SETTING WIZARD IN XP PRO, SELECTED CERTAIN PROGRAMS (FOLDERS) TO BE TRANSFERED, BUT WHEN I TRY TO SAVE TO A CD IT TELLS ME THAT THERE IS NO DISK. LOOKING FOR FLOPPIES IT SEEMS. CAN SOMEONE HELP? SORRY ABOUT CAPS BUT IT IS EASIER FOR ME TO TYPE THAT WAY. I’M NOT YELLING AT ANYONE. THANK YOU