If your using XP, all you have to do is
Insert a blank CD into your drive
Open Windows Explorer
Drag and drop or copy and paste the document(s) you want to burn to the appropriate CD drive. (Drive E: for example)
When your ready to burn, click on the cd drive and in the left menu click on "write these files to CD" (The folders menu may be in the way, if so, X out the folders menu so you can see whats behind it.)
A wizard will appear, just follow the directions and your done!
Now, if you don't have XP, your CD writing software should have an option for creating "Data CDs"