Adaptec's software includes DirectCD, which allows your CDR drive to be seen as a writeable drive letter in Windows. So you can just drag and drop files onto the drive letter to copy them to a CDR.
Or Easy CD Creator has an avatar that will walk you through copying files to a disc. All you have to do really is find the files you want in the top section, drag them to the bottom section, and when you've got them all, hit the Create CD button.