What software are you using? Just XP's own, or a different program?
If it's XP's own, you should be able to do it by selecting the files/folders you want to copy, right-click on them, select 'Send to' and click on the drive. To start the copy, go to 'My Computer', right-click on the drive with the CD in it and choose 'Write these files to CD' from the File menu.
You could also check that the drive's record function is enabled:
Right-click on the drive > Go to 'Properties' > Click the 'Recording' tab > Tick the box that enables CD recording on the drive.
(Just better mention. Make sure you are using a CD and not a DVD)
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