copying mp3 files in a shared folder & e

I have all my mp3s in a shared folder for Limewire/gnutella. I am trying to copy my mp3 to a CDRW. I keep getting a message saying

“Cannot create or replace andshewas: Access is Denied.
Make sure the disk is not full or write protected and that the file is not currently in use.”

How can I copy these files for a backup? I have been trying to copy file from c drive and pasting to E drive. At the time the file is not in use and the CDRW disk is brand new.