To Burn a Data CD or DVD in OS X follow these steps:
Click on some empty space on the desktop. The menu at the top of the screen should change to the Finder menu..
Select New Burn folder from the Finder's File menu.
A new folder will appear on your desktop entitled Burn Folder. Open it by double clicking it.
Drag and drop files that you would like to burn into the Burn Folder window you just opened.
NOTE***: The files will appear in the Burn Folder window as aliases. This is normal. The burned CD or DVD will contain the actual file.
Once done click the Burn button at the top right hand corner of the Burn Folder window.
If you don't have a blank CD or DVD in the drive then OS X will prompt you to insert one.
Once you have inserted a blank CD or DVD a window will popup asking you to name the CD and select a speed to record at. Do this then click Burn.
Another window will popup showing you the progress of your burn.
Once done the disc will appear on your desktop and it will be ready for use.
To remove the Burn Folder from your desktop simply drag it to the trash. Don't worry you will not loose any data by doing this. You are only trashing the aliases!