Are you saying that when you use the XP backup utility that there's not a browse button that let's you chose your CD-R/RW ? just hit browse & then the floppy thing will come up again so hit cancel and now the *save as* window will pop up then hit the pulldown & pick your CD-R .

I think it's best to do as SupaStar suggest & back up to the HD then burn the image with something like Nero...make sure in back up options you choose files to be broken up in sizes that don't exceed the mb limt of CD.