Hey Chris, there are numerous threads about this, it may pay to go back a few pages and check some out. I'll try and help as best I can.
You probably need some burning software, I use Nero which seem to work most of the time. I have also been recommend alcohol 120% (?) or something like that. As far as I'm aware you can get trial versions from download.com.
If you want to put something onto dvd, you will need blank dvd discs. Anything burnt onto a cd becomes a VCD which only holds around 700mb. DVDs hold upto 4.7gb. Thats about the best I can do, once again, go back through some of the other threads, there are more knowladgeable people than me here.