Actually, it's not as hard as you might think.
First, some laptops have removable burners. You might be surprised.
Second, although portable burners are rare, they do exist. However, I have'nt seen one in ages; the last I recall seeing was a 3x CD-burner.
On the topic of installing a new optical drive:
Although it's a bit tricky, installing a new optical drive is not as hard as you might think.
First, check to see the specifics of the drive. Although most laptops use a pretty much standard format, some use non-standard drives. Many "ultra-portable" lpatops have extra-thin drives which are very hard to replace; others have slot-loading drives (such as the Apple Powerbook) or bizzare top-loading formats (like many of Sharp's laptops).
Second, open the notebook. Remove the battery and power adapter first. Most optical drives are accessed from the bottom of the laptop; removing all of the screws and opening all the plastic clasps with a small flathead screwdriver is often necessary. (Plastic clasps are common on Dell notebooks; you won't see them on most others.)
The optical drive should be visible. There is likely a set of metal and rubber bits that act as a caddy to hold and stabilize the drive; you want to unscrew these from the frame, THEN remove the drive from them. Most drives use a single connector for both power and IDE; if the cable is nonstandard, see if there's an adapter sticking out of the back of the drive. (These adapters are commonplace on Dell hard drives, by the way.)
Then, do the whole thing backwards.
I hope this helps. I daresay it would help a bit if you posted the laptop's model number.
Also, if you're in the Madison, WI area, I can replace it for you.