Download the trial release of EasyCD Creator 5.1 Basic.
Install and get DirectCD (5.02 IIRC)
Works straight out, no need to set compatibility mode.
EDIT: And before someone else makes the usual mistake, the CD-Burning capability that is bundled with XP is
NOT a packet writing application. It is a simplified "stage now, burn later" process that does not
offer some of the advantages of true packet writing.