Navigate to the folder on your computer that contains the file or files you want to copy to a CD. You do not need to open the file. Simply open the folder and make sure you can see the file you want to copy. Click on the file once to select it. If there are multiple files that you would like to copy from the computer to a CD at the same time, and they are located in the same folder, you can select them all by pressing and holding the CTRL key while you click on each one.
Right click any of the highlighted files on the computer and point to Send To. In the Send To menu, select the CD RW or DVD RW drive.
You will see a "balloon" in the lower right corner of your screen near the computer clock that says, "You have files waiting to be written to CD."